Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2896605
Jump to:navigation, search

zbMath1249.91046MaRDI QIDQ2896605

Olena Ragulina

Publication date: 16 July 2012


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

zbMATH Keywords

survival probabilityclassical risk modelconstant interest ratedifferentiability conditionmodel with stochastic premiums


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)


Related Items (3)

On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market ⋮ Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums ⋮ Analytic properties of infinite-horizon survival probability in a risk model with additional funds







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2896605&oldid=15857692"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 19:34.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki