Ruin probabilities with compounding assets
type: Item
instance of: scholarly article
title: Ruin probabilities with compounding assets
zbMATH Open document ID: 1028.91555
DOI: 10.1016/S0167-6687(99)00017-7
author: David C. M. Dickson
author: Howard R. Waters
published in: Insurance Mathematics \& Economics
publication date: 2000-01-31T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1396346
zbMATH Keywords: finite time ruin
zbMATH Keywords: recursive calculation
zbMATH Keywords: constant force of interest
zbMATH Keywords: ultimate ruin
zbMATH Keywords: recovery from ruin
MaRDI profile type: Publication
cites work: Classical risk theory in an economic environment
cites work: Recursive calculation of finite-time ruin probabilities
cites work: Classical numerical ruin probabilities
cites work: Ruin estimation for a general insurance risk model
cites work: Ruin theory with compounding assets -- a survey
cites work: On some measures of the severity of ruin in the classical Poisson model
cites work: Q4167462
cites work: Q5781688
cites work: Ruin estimates under interest force
Wikidata QID: Q127248916
full work available at URL: s0167-6687(99)00017-7
OpenAlex ID: W2029576837
description: scientific article; zbMATH DE number 1396346