The hitting time for a Cox risk process
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Publication:408212
DOI10.1016/j.cam.2012.01.010zbMath1235.91110OpenAlexW1996949701MaRDI QIDQ408212
Publication date: 29 March 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.01.010
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Cites Work
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- Aspects of risk theory
- Joint distributions of some actuarial random vectors containing the time of ruin
- Passage times for a spectrally negative Lévy process with applications to risk theory
- Exponential inequalities for ruin probabilities in the Cox case
- Risk theory in a Markovian environment
- Lundberg inequalities for a Cox model with a piecewise constant intensity
- On the Time Value of Ruin
- Probability of ruin with variable premium rate in a Markovian environment
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