ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935): Difference between revisions

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+Q4379506
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+Q4888858
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+On the time value of absolute ruin with debit interest
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+The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
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+Ruin estimation for a general insurance risk model
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+On The Expected Discounted Penalty function for Lévy Risk Processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Q3681889
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+Normal rank
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+On the expected discounted penalty function for a perturbed risk process driven by a subordinator
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+Ruin estimates under interest force
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+Normal rank