scientific article; zbMATH DE number 3113902
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Publication:3228002
Cited in
(10)- Cramér asymptotics for finite time first passage probabilities of general Lévy processes
- Precise large deviations for the first passage time of a random walk with negative drift
- Ruin probabilities for risk process in a regime-switching environment
- Urnenmodelle und ihre Anwendung in der Versicherungsmathematik
- Some comparison results for finite-time ruin probabilities in the classical risk model
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
- An optimization approach to adaptive multi-dimensional capital management
- Ultimate Ruin Probabilities for Generalized Gamma-Convolutions Claim Sizes
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- On Cramér's first contributions to ruin theory
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