Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
From MaRDI portal
Publication:5430135
DOI10.1080/07362990701568213zbMath1295.91056OpenAlexW2170800596MaRDI QIDQ5430135
Publication date: 12 December 2007
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990701568213
strong Markov propertyinterestcompound Poisson risk processfirst-hitting timetotal duration of negative surplusrenewal measure
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Total duration of negative surplus for the dual model ⋮ The perturbed compound Poisson risk process with investment and debit interest
Cites Work
- When does the surplus reach a given target?
- Occupation measure and local time of classical risk processes
- On a joint distribution for the risk process with constant interest force
- On some measures of the severity of ruin in the classical Poisson model
- On the expected discounted penalty function at ruin of a surplus process with interest.
- Ruin estimates under interest force
- How long is the surplus below zero?
- On occupation times for a risk process with reserve-dependent premium
- Martingales and insurance risk
- Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
- On the distribution of surplus immediately after ruin under interest force
This page was built for publication: Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
