A two-dimensional ruin problem on the positive quadrant

DOI10.1016/j.insmatheco.2007.02.004zbMath1141.91482arXiv0711.2465OpenAlexW2031746811MaRDI QIDQ939352

Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.2465

Mathematics Subject Classification ID

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Cites Work

• Problem of destruction and resolvent of a terminating process with independent increments
• Equation for survival probability in a finite time interval in case of non-zero real interest force
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• Erlangian Approximations for Finite-Horizon Ruin Probabilities
• What is the Laplace Transform?
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