Total duration of negative surplus for the risk model with debit interest

Author:

He Jingmin,Wu Rong,Zhang Huayue

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. On occupation times for a risk process with reserve-dependence premium;Chiu;Stochastic Models,2002

2. Markov Models and Optimization;Davis,1993

3. On duration of the negative surplus;Dickson;Scandinavian Actuarial Journal,1996

4. How long is the surplus below zero?;dos Reis;Insurance: Mathematics and Economics,1993

5. Ruin estimation for a general insurance risk model;Embrechts;Advances in Applied Probability,1994

Cited by 5 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. Moments of deficit duration and its proportion in general compound binomial model;Results in Applied Mathematics;2022-11

2. Total duration of negative surplus for a MAP risk model;Applied Mathematics-A Journal of Chinese Universities;2015-12

3. On the time and the number of claims when the surplus drops below a certain level;Scandinavian Actuarial Journal;2014-09-05

4. Total duration of negative surplus for a Brownian motion risk model with interest;Acta Mathematica Sinica, English Series;2013-01-28

5. On the time value of absolute ruin with tax;Insurance: Mathematics and Economics;2010-02

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