Schnieper, Rene Risk processes with stochastic discounting. (English) Zbl 0528.62088 Mitt. Ver. Schweiz. Versicherungsmath. 1983, 203-218 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 7 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) 60J27 Continuous-time Markov processes on discrete state spaces Keywords:risk processes; stochastic discounting; compound Poisson process; upper limit for ruin probability PDF BibTeX XML Cite \textit{R. Schnieper}, Mitt., Ver. Schweiz. Versicherungsmath. 1983, 203--218 (1983; Zbl 0528.62088) OpenURL