Risk theory of the second and third kind
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Publication:4844220
DOI10.1080/03461238.1995.10413948zbMath0826.62077OpenAlexW2048141243MaRDI QIDQ4844220
Publication date: 28 November 1995
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1995.10413948
martingalesdiffusionsruin probabilityreviewcatastrophesstochastic interest ratesextremal eventsHarald Cramer
Cites Work
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- Half a century with probability theory: Some personal recollections
- Ruin problems with compounding assets
- From planar Brownian windings to Asian options
- Risk theory in a stochastic economic environment
- Finite-time Lundberg inequalities in the Cox case
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- On some exponential functionals of Brownian motion
- Stochastic Discounting, Aggregate Claims, and the Bootstrap
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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