Total duration of negative surplus for the risk model with debit interest
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Publication:1021771
DOI10.1016/J.SPL.2009.02.005zbMATH Open1165.91417OpenAlexW1987448403MaRDI QIDQ1021771FDOQ1021771
Huayue Zhang, Rong Wu, Jing-Min He
Publication date: 9 June 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.005
Cites Work
- Title not available (Why is that?)
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- On the Time Value of Ruin
- How long is the surplus below zero?
- When does the surplus reach a given target?
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Ruin estimation for a general insurance risk model
- Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
- On some measures of the severity of ruin in the classical Poisson model
- On occupation times for a risk process with reserve-dependent premium
- On the distribution of the duration of negative surplus
- Occupation measure and local time of classical risk processes
- On hitting times for compound Poisson dams with exponential jumps and linear release rate
Cited In (6)
- Moments of deficit duration and its proportion in general compound binomial model
- Total duration of negative surplus for an MAP risk model
- Total duration of negative surplus for a Brownian motion risk model with interest
- On the time and the number of claims when the surplus drops below a certain level
- Total duration of negative surplus for the dual model
- On the time value of absolute ruin with tax
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