On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model

Gespeichert in:

Autor*in:	Boutsikasa, M. V. [verfasserIn] Economidesa, D.-J. [verfasserIn] Vaggelatou, E. [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2023

Schlagwörter:	Renewal risk model ruinprobability two-sided firstexit time number of claimsto ruin overshoot andundershoot exponentiallytilted probability measure jump diffusion process mixed Erlang distribution

Übergeordnetes Werk:	Enthalten in: Scandinavian actuarial journal - Stockholm : Taylor & Francis, 1974, 2024(2024), 1, Seite 64-88
Übergeordnetes Werk:	volume:2024 ; year:2024 ; number:1 ; pages:64-88

Links:	Link aufrufen Link aufrufen

DOI / URN:	10.1080/03461238.2023.2208787

Katalog-ID:	188716068X

Internformat


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100	1		\|a Boutsikasa, M. V. \|e verfasserin \|4 aut
245	1	0	\|a On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model \|c M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou
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650		4	\|a Renewal risk model \|7 (dpeaa)DE-206
650		4	\|a ruinprobability \|7 (dpeaa)DE-206
650		4	\|a two-sided firstexit time \|7 (dpeaa)DE-206
650		4	\|a number of claimsto ruin \|7 (dpeaa)DE-206
650		4	\|a overshoot andundershoot \|7 (dpeaa)DE-206
650		4	\|a exponentiallytilted probability measure \|7 (dpeaa)DE-206
650		4	\|a jump diffusion process \|7 (dpeaa)DE-206
650		4	\|a mixed Erlang distribution \|7 (dpeaa)DE-206
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700	1		\|a Vaggelatou, E. \|e verfasserin \|4 aut
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912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_65
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_101
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
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912			\|a GBV_ILN_224
912			\|a GBV_ILN_285
912			\|a GBV_ILN_370
912			\|a GBV_ILN_647
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2031
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2065
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2093
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2111
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912			\|a GBV_ILN_2113
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2470
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912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2548
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4246
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
951			\|a AR
952			\|d 2024 \|j 2024 \|e 1 \|h 64-88
980			\|2 26 \|1 01 \|x 0206 \|b 4516655381 \|y x1z \|z 26-04-24

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allfields	10.1080/03461238.2023.2208787 doi (DE-627)188716068X (DE-599)KXP188716068X DE-627 ger DE-627 rda eng Boutsikasa, M. V. verfasserin aut On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206 Economidesa, D.-J. verfasserin aut Vaggelatou, E. verfasserin aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2024(2024), 1, Seite 64-88 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2024 year:2024 number:1 pages:64-88 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2023.2208787 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2024 2024 1 64-88 26 01 0206 4516655381 x1z 26-04-24
spelling	10.1080/03461238.2023.2208787 doi (DE-627)188716068X (DE-599)KXP188716068X DE-627 ger DE-627 rda eng Boutsikasa, M. V. verfasserin aut On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206 Economidesa, D.-J. verfasserin aut Vaggelatou, E. verfasserin aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2024(2024), 1, Seite 64-88 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2024 year:2024 number:1 pages:64-88 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2023.2208787 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2024 2024 1 64-88 26 01 0206 4516655381 x1z 26-04-24
allfields_unstemmed	10.1080/03461238.2023.2208787 doi (DE-627)188716068X (DE-599)KXP188716068X DE-627 ger DE-627 rda eng Boutsikasa, M. V. verfasserin aut On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206 Economidesa, D.-J. verfasserin aut Vaggelatou, E. verfasserin aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2024(2024), 1, Seite 64-88 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2024 year:2024 number:1 pages:64-88 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2023.2208787 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2024 2024 1 64-88 26 01 0206 4516655381 x1z 26-04-24
allfieldsGer	10.1080/03461238.2023.2208787 doi (DE-627)188716068X (DE-599)KXP188716068X DE-627 ger DE-627 rda eng Boutsikasa, M. V. verfasserin aut On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206 Economidesa, D.-J. verfasserin aut Vaggelatou, E. verfasserin aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2024(2024), 1, Seite 64-88 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2024 year:2024 number:1 pages:64-88 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2023.2208787 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2024 2024 1 64-88 26 01 0206 4516655381 x1z 26-04-24
allfieldsSound	10.1080/03461238.2023.2208787 doi (DE-627)188716068X (DE-599)KXP188716068X DE-627 ger DE-627 rda eng Boutsikasa, M. V. verfasserin aut On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou 2023 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206 Economidesa, D.-J. verfasserin aut Vaggelatou, E. verfasserin aut Enthalten in Scandinavian actuarial journal Stockholm : Taylor & Francis, 1974 2024(2024), 1, Seite 64-88 Online-Ressource (DE-627)322812933 (DE-600)2029609-5 (DE-576)09389337X 1651-2030 nnns volume:2024 year:2024 number:1 pages:64-88 https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 Verlag lizenzpflichtig https://doi.org/10.1080/03461238.2023.2208787 Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_110 GBV_ILN_120 GBV_ILN_151 GBV_ILN_152 GBV_ILN_206 GBV_ILN_224 GBV_ILN_285 GBV_ILN_370 GBV_ILN_647 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4393 GBV_ILN_4700 AR 2024 2024 1 64-88 26 01 0206 4516655381 x1z 26-04-24
language	English
source	Enthalten in Scandinavian actuarial journal 2024(2024), 1, Seite 64-88 volume:2024 year:2024 number:1 pages:64-88
sourceStr	Enthalten in Scandinavian actuarial journal 2024(2024), 1, Seite 64-88 volume:2024 year:2024 number:1 pages:64-88
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institution	findex.gbv.de
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topic_facet	Renewal risk model ruinprobability two-sided firstexit time number of claimsto ruin overshoot andundershoot exponentiallytilted probability measure jump diffusion process mixed Erlang distribution
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container_title	Scandinavian actuarial journal
authorswithroles_txt_mv	Boutsikasa, M. V. @@aut@@ Economidesa, D.-J. @@aut@@ Vaggelatou, E. @@aut@@
publishDateDaySort_date	2024-01-01T00:00:00Z
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author	Boutsikasa, M. V.
spellingShingle	Boutsikasa, M. V. misc Renewal risk model misc ruinprobability misc two-sided firstexit time misc number of claimsto ruin misc overshoot andundershoot misc exponentiallytilted probability measure misc jump diffusion process misc mixed Erlang distribution On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
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topic_title	On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou Renewal risk model (dpeaa)DE-206 ruinprobability (dpeaa)DE-206 two-sided firstexit time (dpeaa)DE-206 number of claimsto ruin (dpeaa)DE-206 overshoot andundershoot (dpeaa)DE-206 exponentiallytilted probability measure (dpeaa)DE-206 jump diffusion process (dpeaa)DE-206 mixed Erlang distribution (dpeaa)DE-206
topic	misc Renewal risk model misc ruinprobability misc two-sided firstexit time misc number of claimsto ruin misc overshoot andundershoot misc exponentiallytilted probability measure misc jump diffusion process misc mixed Erlang distribution
topic_unstemmed	misc Renewal risk model misc ruinprobability misc two-sided firstexit time misc number of claimsto ruin misc overshoot andundershoot misc exponentiallytilted probability measure misc jump diffusion process misc mixed Erlang distribution
topic_browse	misc Renewal risk model misc ruinprobability misc two-sided firstexit time misc number of claimsto ruin misc overshoot andundershoot misc exponentiallytilted probability measure misc jump diffusion process misc mixed Erlang distribution
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title	On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
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title_full	On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model M. V. Boutsikasa, D.-J. Economidesa and E. Vaggelatou
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title_sort	on the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
title_auth	On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
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title_short	On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
url	https://www.tandfonline.com/doi/pdf/10.1080/03461238.2023.2208787 https://doi.org/10.1080/03461238.2023.2208787
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On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model

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