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Found 1,074 Documents (Results 1–100)

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A mathematical model of insurer bankruptcy on a finite time interval. (English. Russian original) Zbl 1491.91103

Comput. Math. Model. 32, No. 3, 259-275 (2021); translation from Prikl. Mat. Inf. 67, 4-18 (2021).
MSC:  91G05
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On the probability of ruin of a joint-stock insurance company in the sparre Andersen risk model. (English. Russian original) Zbl 1461.91256

J. Math. Sci., New York 254, No. 4, 574-581 (2021); translation from Fundam. Prikl. Mat. 22, No. 3, 179-189 (2018).
MSC:  91G05 62P05
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On the ruin problem with investment when the risky asset is a semimartingale. (English. Russian original) Zbl 1459.60100

Theory Probab. Appl. 65, No. 2, 249-269 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 312-337 (2020).
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Stochastic models in actuarial risk theory. A mathematical introduction. 2nd edition. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1433.91002

Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-60923-1/pbk; 978-3-662-60924-8/ebook). x, 288 p. (2020).
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Bayesian estimation for the Markov-modulated diffusion risk model. (English) Zbl 1436.62486

Antoniano-Villalobos, Isadora (ed.) et al., Selected contributions on statistics and data science in Latin America. 33rd “Foro nacional de estadística” (FNE) and 13th “Congreso Latinoamericano de Sociedades de Estadística” (CLATSE), Guadalajara, Mexico, October 1–5, 2018. Cham: Springer. Springer Proc. Math. Stat. 301, 15-31 (2019).
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