Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346): Difference between revisions
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| Property / cites work: On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market / rank | |||
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| Property / cites work: Q4125134 / rank | |||
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| Property / cites work: Q2896605 / rank | |||
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| Property / cites work: Equation for survival probability in a finite time interval in case of non-zero real interest force / rank | |||
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| Property / cites work: Stochastic differential equations. An introduction with applications. / rank | |||
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Revision as of 20:00, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums |
scientific article |
Statements
Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (English)
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18 March 2015
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Samuelson model
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non-ruin probability
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stochastic premiums and claims
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transition probability density
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Itō equation
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