scientific article; zbMATH DE number 1165663

zbMATH Open0892.90018MaRDI QIDQ4396368FDOQ4396368

Authors: Jostein Paulsen, Trygue Nilsen 

Publication date: 14 June 1998

Title of this publication is not available (Why is that?)

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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)

Cited In (2)

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

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