Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955): Difference between revisions
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Property / cites work: On the expected discounted penalty function at ruin of a surplus process with interest. / rank | |||
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Property / cites work: Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. / rank | |||
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Property / cites work: Ruin probabilities and penalty functions with stochastic rates of interest / rank | |||
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Property / cites work: Recursive calculation of time to ruin distributions. / rank | |||
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Property / cites work: Q3622296 / rank | |||
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Latest revision as of 22:02, 24 June 2024
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English | Approximation for ruin probability in the Sparre Andersen model with interest |
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Approximation for ruin probability in the Sparre Andersen model with interest (English)
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24 October 2006
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force of interest
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compound Poisson model
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