On A Surplus Process Under A Periodic Environment
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Publication:5715998
DOI10.1080/10920277.2004.10596172zbMath1085.91527OpenAlexW2313849299MaRDI QIDQ5715998
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2004.10596172
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Cites Work
- Conjugate processes and the simulation of ruin problems
- Ruin probabilities expressed in terms of ladder height distributions
- Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
- Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
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