Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-021-09915-0.pdf
Reference8 articles.
1. Asmussen S, Albrecher H (2010) Ruin Probabilities. World Scientific, Singapore
2. Biard R, Loisel S, Macci C, Veraverbeke N (2010) Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. J Math Anal Appl 367:535–549
3. dos Reis AE (1993) How long is the surplus below zero? Insurance: Mathematics and Economics 12;23-38
4. Gel’fand IM, Shilov GE (1964) Generalized Functions, Volume 1: Properties and Operations, American Mathematical Soc
5. Loisel S (2005) Differentiation of some functionals of risk processes, and optimal reserve allocation. J Appl Probab 42:379–392
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1. On the area in the red of Lévy risk processes and related quantities;Insurance: Mathematics and Economics;2023-07
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