The win-first probability under interest force
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference15 articles.
1. Approximating the finite-time ruin probability under interest force;Brekelmans;Insurance Mathematics & Economics,2001
2. Numerical finite-time ruin probabilities by the Picard-Lefèvre formula;De Vylder;Scandinavian Actuarial Journal,1999
3. Approximations to ruin probability in the presence of an upper absorbing barrier;Dickson;Scandinavian Actuarial Journal,1984
4. Exact solutions for ruin probability in the presence of an absorbing upper barrier;Dickson;Scandinavian Actuarial Journal,1984
5. Frostig, E., 2004. The expected time to ruin in a risk process with constant barrier via martingales. Working Paper.
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1. Two-Sided Exit Problems in the Ordered Risk Model;Methodology and Computing in Applied Probability;2017-11-15
2. Strategies for Dividend Distribution: A Review;North American Actuarial Journal;2009-04
3. Absolute ruin in the compound Poisson risk model with constant dividend barrier;Statistics & Probability Letters;2008-10
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