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Publication:2825531
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zbMath1422.91023MaRDI QIDQ2825531

Olena Ragulina, Yuliya S. Mishura

Publication date: 13 October 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ruin probabilitiessupermartingalesmoothness of survival probabilities


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30)


Related Items (7)

Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion ⋮ On the ruin probabilities for a general perturbed renewal risk process ⋮ The risk model with stochastic premiums, dependence and a threshold dividend strategy ⋮ Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy ⋮ Dividends with tax and capital injection in a spectrally negative Lévy risk model ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy




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