Pages that link to "Item:Q1902621"

The following pages link to Ruin estimates under interest force (Q1902621):

Displaying 50 items.

• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
• The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
• Ruin probability in the presence of interest earnings and tax payments (Q659105) (← links)
• The perturbed compound Poisson risk process with investment and debit interest (Q708784) (← links)
• Absolute ruin in the compound Poisson risk model with constant dividend barrier (Q730714) (← links)
• An uncertain alternating renewal insurance risk model (Q782263) (← links)
• The win-first probability under interest force (Q817279) (← links)
• The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
• On the renewal risk process with stochastic interest (Q855690) (← links)
• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615) (← links)
• The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• On a joint distribution for the risk process with constant interest force (Q882861) (← links)
• A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865) (← links)
• Exponential bounds for ruin probability in two moving average risk models with constant interest rate (Q925963) (← links)
• The limit behavior of a risk model based on entrance processes (Q1004828) (← links)
• Stochastic successive approximation method for assessing the insolvency risk of an insurance company (Q1008370) (← links)
• Risk model with fuzzy random individual claim amount (Q1011232) (← links)
• Ruin theory with compounding assets -- a survey (Q1265912) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• The adjustment function in ruin estimates under interest force (Q1381145) (← links)
• On a gamma series expansion for the time-dependent probability of collective ruin (Q1413290) (← links)
• On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
• Recursive calculation of finite time ruin probabilities under interest force. (Q1423349) (← links)
• Ruin under interest force and subexponential claims: a simple treatment. (Q1584593) (← links)
• On the distribution of surplus immediately before ruin under interest force (Q1612939) (← links)
• On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
• On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs (Q1958723) (← links)
• Ruin probabilities with compounding assets (Q1962816) (← links)
• Ruin probabilities for risk models with constant interest (Q2100678) (← links)
• A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
• A modified insurance risk process with uncertainty (Q2347075) (← links)
• Extended Gerber-Shiu functions in a risk model with interest (Q2347117) (← links)
• Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
• Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← links)
• On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
• A note on discounted compound renewal sums under dependency (Q2442513) (← links)
• On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743) (← links)
• A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535) (← links)
• On the distribution of surplus immediately after ruin under interest force and subexponential claims (Q2485537) (← links)
• Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766) (← links)
• Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
• Covariance of discounted compound renewal sums with a stochastic interest rate (Q2866282) (← links)
• Absolute ruin problems for the risk processes with interest and a constant dividend barrier (Q2887503) (← links)
• Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains (Q2929988) (← links)
• Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)