Occupation measure and local time of classical risk processes
type: Item
instance of: scholarly article
title: Occupation measure and local time of classical risk processes
zbMATH Open document ID: 1129.91026
author: José Villa Morales
author: Ekaterina Todorova Kolkovska
author: José Alfredo López-Mimbela
published in: Insurance Mathematics \& Economics
publication date: 2006-03-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 5009869
zbMATH Keywords: classical risk process
zbMATH Keywords: local time
zbMATH Keywords: negative surplus
zbMATH Keywords: occupation time
zbMATH Keywords: recovery costs
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.05.011
OpenAlex ID: W2001248696
cites work: Q4714465
cites work: On occupation times for a risk process with reserve-dependent premium
cites work: Martingales and insurance risk
cites work: On the distribution of the duration of negative surplus
cites work: Recursive calculation of finite-time ruin probabilities
cites work: How long is the surplus below zero?
cites work: When does the surplus reach a given target?
cites work: Aspects of risk theory
cites work: Q4721340
cites work: On some measures of the severity of ruin in the classical Poisson model
cites work: Q4230625
DOI: 10.1016/J.INSMATHECO.2005.05.011
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description: scientific article; zbMATH DE number 5009869