The Time Value of Ruin in a Sparre Andersen Model
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference33 articles.
1. Semi-Groups of Operators and Approximation
2. Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
3. Ruin Probability for Translated Combination of Exponential Claims
4. Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
Cited by 207 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Detecting Process Duration Drift Using Gamma Mixture Models in a Left-Truncated and Right-Censored Environment;ACM Transactions on Knowledge Discovery from Data;2024-08-21
2. Some mathematical properties of the premium function and ruin probability of a generalized Cramér–Lundberg model driven by mixed poisson processes;Japan Journal of Industrial and Applied Mathematics;2024-04-12
3. Gerber-Shiu theory for discrete risk processes in a regime switching environment;Applied Mathematics and Computation;2024-04
4. A series expansion formula of the scale matrix with applications in CUSUM analysis;Stochastic Processes and their Applications;2024-04
5. Dividend problem of an investment risk model under random observation;AIMS Mathematics;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3