Ruin theory with risk proportional to the free reserve and securitization
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Publication:1974043
DOI10.1016/S0167-6687(99)00042-6zbMath0946.91025MaRDI QIDQ1974043
Publication date: 25 October 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items (4)
Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE ⋮ On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities ⋮ Approximation methods for piecewise deterministic Markov processes and their costs ⋮ Ruin probabilities with random rates of interest
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