Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves
type: Item
instance of: scholarly article
title: Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves
author: Long Yang
author: Chuanjiang He
published in: Applied Stochastic Models in Business and Industry
publication date: 2024-07-10T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7879454
zbMATH Keywords: compound Poisson model
zbMATH Keywords: absolute ruin
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: liquid reserves
zbMATH Keywords: varying borrowing rates
MaRDI profile type: Publication
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DOI: 10.1002/ASMB.1953
description: scientific article; zbMATH DE number 7879454