On differentiability of the non-ruin probability of an insurance company in models with constant interest rate (Q2896605)

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scientific article; zbMATH DE number 6056365
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On differentiability of the non-ruin probability of an insurance company in models with constant interest rate
scientific article; zbMATH DE number 6056365

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    16 July 2012
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    survival probability
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    classical risk model
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    model with stochastic premiums
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    constant interest rate
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    differentiability condition
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    On differentiability of the non-ruin probability of an insurance company in models with constant interest rate (English)
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