The effect of interest on negative surplus
From MaRDI portal
Publication:1381469
DOI10.1016/S0167-6687(97)00014-0zbMath0894.90045OpenAlexW2092743100WikidataQ127206526 ScholiaQ127206526MaRDI QIDQ1381469
Alfredo D. Egídio dos Reis, David C. M. Dickson
Publication date: 17 March 1998
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00014-0
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (19)
Absolute ruin problems for the risk processes with interest and a constant dividend barrier ⋮ On the area in the red of Lévy risk processes and related quantities ⋮ On the generalized Gerber-Shiu function for surplus processes with interest ⋮ Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest ⋮ On the time value of absolute ruin with tax ⋮ Total duration of negative surplus for the dual model ⋮ Insurance with borrowing: first- and second-order approximations ⋮ On the time value of absolute ruin for a multi-layer compound Poisson model under interest force ⋮ The probabilities of absolute ruin in the renewal risk model with constant force of interest ⋮ On the time value of absolute ruin with debit interest ⋮ The perturbed compound Poisson risk process with investment and debit interest ⋮ Ruin probabilities under capital constraints ⋮ Absolute ruin in the compound Poisson risk model with constant dividend barrier ⋮ Dividend payments in the classical risk model under absolute ruin with debit interest ⋮ Passage times for a spectrally negative Lévy process with applications to risk theory ⋮ A unifying approach to the analysis of business with random gains ⋮ Optimal dividend control for a generalized risk model with investment incomes and debit interest ⋮ On occupation times for a risk process with reserve-dependent premium ⋮ Strategies for Dividend Distribution: A Review
Uses Software
Cites Work
This page was built for publication: The effect of interest on negative surplus