✦ LIBER ✦

The expected time to ruin in a risk process with constant barrier via martingales

✍ Scribed by Esther Frostig

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Absolute ruin problems for the risk proc

✍ Haili Yuan; Yijun Hu; Qianqing Qin 📂 Article 📅 2011 🏛 Wuhan University 🌐 English ⚖ 358 KB

Maximizing the expected time to ruin for

✍ Sidney Browne 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 383 KB

On a Joint Distribution of the Ruin Time

✍ Vinogradov, O. P. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 151 KB

Uniform asymptotics for the finite-time

✍ Yang Yang; Kaiyong Wang 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 154 KB