Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: European Actuarial Journal, 10, (1), Springer, ISSN 2190-9733
- Event
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Veröffentlichung
- (where)
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Darmstadt
- (who)
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Universitäts- und Landesbibliothek
- (when)
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2024
- Creator
- DOI
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10.26083/tuprints-00023964
- URN
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urn:nbn:de:tuda-tuprints-239648
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Aurzada, Frank
- Buck, Micha Matthäus
- Universitäts- und Landesbibliothek
Time of origin
- 2024
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Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
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Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
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Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Erlangian approximation to finite time ruin probabilities in perturbed risk models
Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process
Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model
Series Acceleration via Negative Binomial Probabilities
Note on negative probabilities and observable processes
Paths, negative “probabilities”, and the Leggett-Garg inequalities
Ruin probabilities with dependence on the number of claims within a fixed time window
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Erlangian approximation to finite time ruin probabilities in perturbed risk models
Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process
Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model
Series Acceleration via Negative Binomial Probabilities
Note on negative probabilities and observable processes
Paths, negative “probabilities”, and the Leggett-Garg inequalities
Ruin probabilities with dependence on the number of claims within a fixed time window
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force