Ruin probabilities with compounding assets
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Publication:1962816
DOI10.1016/S0167-6687(99)00017-7zbMath1028.91555MaRDI QIDQ1962816
David C. M. Dickson, Howard R. Waters
Publication date: 31 January 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
recursive calculation; constant force of interest; finite time ruin; recovery from ruin; ultimate ruin
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Cites Work
- Classical risk theory in an economic environment
- Recursive calculation of finite-time ruin probabilities
- Ruin theory with compounding assets -- a survey
- On some measures of the severity of ruin in the classical Poisson model
- Ruin estimates under interest force
- Ruin estimation for a general insurance risk model
- Classical numerical ruin probabilities
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