scientific article; zbMATH DE number 1165663

MaRDI QIDQ4396368zbMATH OpenFDO

Authors Jostein Paulsen, Trygue Nilsen

Publication date 14 June 1998

zbMATH Keywords

insurance portfoliorisk processruin problempresent value

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44) Economic growth models (91B62)

Recommendations

• Present value distributions with applications to ruin theory and stochastic equations
• Present value of some insurance portfolios
• Explicit expressions for some distributions related to ruin problems
• Distributions for the risk process with a stochastic return on investments.

Cited in

(2)

• Present value distributions with applications to ruin theory and stochastic equations
• Present value of some insurance portfolios

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