scientific article; zbMATH DE number 3042410
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Publication:5781688
zbMATH Open0026.41901MaRDI QIDQ5781688FDOQ5781688
Authors: C. O. Segerdahl 
Publication date: 1942
Title of this publication is not available (Why is that?)
Cited In (14)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
- Risk theory in a stochastic economic environment
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums
- On a gamma series expansion for the time-dependent probability of collective ruin
- Absolute ruin in the compound Poisson risk model with constant dividend barrier
- The win-first probability under interest force
- A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
- Ruin problems with compounding assets
- Mathematical model of banking operation
- Recursive calculation of finite time ruin probabilities under interest force.
- Ruin theory with compounding assets -- a survey
- Ruin estimates under interest force
- Ruin probabilities with compounding assets
- Absolute ruin problems for the risk processes with interest and a constant dividend barrier
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