On the absolute ruin in a MAP risk model with debit interest (Q2996570): Difference between revisions

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+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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+Q4379506
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+Applied Probability and Queues
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+Asymptotics for sums of random variables with local subexponential behaviour
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+Large claims approximations for risk processes in a Markovian environment
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+First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
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+The surplus prior to ruin and the deficit at ruin for a correlated risk process
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+Risk processes analyzed as fluid queues
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+On the time value of absolute ruin with debit interest
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+A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
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+Martingales and insurance risk
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+Ruin estimation for a general insurance risk model
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+Q4343010
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+Q5621248
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+On the Time Value of Ruin
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+Subexponential distributions and integrated tails
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+Subexponential distributions and characterizations of related classes
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+The probabilities of absolute ruin in the renewal risk model with constant force of interest
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+Q4230625
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+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
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+The perturbed compound Poisson risk process with investment and debit interest
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