The effect of interest on negative surplus
type: Item
instance of: scholarly article
title: The effect of interest on negative surplus
zbMATH Open document ID: 0894.90045
DOI: 10.1016/S0167-6687(97)00014-0
author: David C. M. Dickson
author: A. D. E. dos Reis
published in: Insurance Mathematics \& Economics
publication date: 1998-03-17T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1129620
zbMATH Keywords: continuous time surplus process
zbMATH Keywords: simulation
zbMATH Keywords: probability of absolute ruin
describes a project that uses: S-PLUS
MaRDI profile type: Publication
cites work: Q3773148
cites work: Martingales and insurance risk
cites work: On the distribution of the duration of negative surplus
cites work: How long is the surplus below zero?
cites work: When does the surplus reach a given target?
cites work: On some measures of the severity of ruin in the classical Poisson model
Wikidata QID: Q127206526
full work available at URL: s0167-6687(97)00014-0
OpenAlex ID: W2092743100
description: scientific article; zbMATH DE number 1129620