scientific article; zbMATH DE number 3042410
From MaRDI portal
Publication:5781688
zbMath0026.41901MaRDI QIDQ5781688
Publication date: 1942
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (14)
On the optimal dividend problem for insurance risk models with surplus-dependent premiums ⋮ Absolute ruin problems for the risk processes with interest and a constant dividend barrier ⋮ Risk theory in a stochastic economic environment ⋮ Ruin estimates under interest force ⋮ A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments ⋮ Mathematical model of banking operation ⋮ On a gamma series expansion for the time-dependent probability of collective ruin ⋮ Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. ⋮ Recursive calculation of finite time ruin probabilities under interest force. ⋮ Ruin probabilities with compounding assets ⋮ Ruin problems with compounding assets ⋮ Absolute ruin in the compound Poisson risk model with constant dividend barrier ⋮ Ruin theory with compounding assets -- a survey ⋮ The win-first probability under interest force
This page was built for publication: