Stochastic differential equations for compounded risk reserves (Q1263913)
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scientific article; zbMATH DE number 4128267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for compounded risk reserves |
scientific article; zbMATH DE number 4128267 |
Statements
Stochastic differential equations for compounded risk reserves (English)
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1989
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discounting
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ruin probabilities
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perturbed processes
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Brownian motion
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diffusion models
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risk reserves
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investment income
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inflation
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distribution of time to ruin
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stopping times
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dividend payments
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0.89781743
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0.8948267
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0.88332903
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0.8794825
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0.8702029
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0.8685158
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0.8685158
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