scientific article; zbMATH DE number 3005429
From MaRDI portal
Publication:4481936
Cited in
(11)- From ruin theory to pricing reset guarantees and perpetual put options
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Discounted probabilities and ruin theory in the compound binomial model
- Optimal life-insurance selection and purchase within a market of several life-insurance providers
- Exponential asymptotical expansions for ruin probability in a classical risk process with non-polynomial perturbations
- Lösung der Integro-Differentialgleichung für die Berechnung der Ruinwahrscheinlichkeit von Versicherungen
- Ruin probability with claim distribution depending on time
- Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung
- On the total operating costs up to default in a renewal risk model
- Premium pricing under a ruin probability with policy deductible or with benefit limit
- Mathematical model of banking operation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4481936)
