Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probabili...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Jianhua Cheng [verfasserIn] Yanwei Gao [verfasserIn] Dehui Wang [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2016

Schlagwörter:	perturbed risk model constant interest force ruin probability upper bound asymptotic formula

Übergeordnetes Werk:	In: Journal of Inequalities and Applications - SpringerOpen, 2002, (2016), 1, Seite 13
Übergeordnetes Werk:	year:2016 ; number:1 ; pages:13

Links:	Link aufrufen Link aufrufen Link aufrufen Journal toc

DOI / URN:	10.1186/s13660-016-1135-8

Katalog-ID:	DOAJ038273918

Internformat


LEADER	01000caa a22002652 4500
001	DOAJ038273918
003	DE-627
005	20230502093227.0
007	cr uuu---uuuuu
008	230227s2016 xx \|\|\|\|\|o 00\| \|\|eng c
024	7		\|a 10.1186/s13660-016-1135-8 \|2 doi
035			\|a (DE-627)DOAJ038273918
035			\|a (DE-599)DOAJb240761e434444d9a3dd124c663540e8
040			\|a DE-627 \|b ger \|c DE-627 \|e rakwb
041			\|a eng
050		0	\|a QA1-939
100	0		\|a Jianhua Cheng \|e verfasserin \|4 aut
245	1	0	\|a Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
264		1	\|c 2016
336			\|a Text \|b txt \|2 rdacontent
337			\|a Computermedien \|b c \|2 rdamedia
338			\|a Online-Ressource \|b cr \|2 rdacarrier
520			\|a Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.
650		4	\|a perturbed risk model
650		4	\|a constant interest force
650		4	\|a ruin probability
650		4	\|a upper bound
650		4	\|a asymptotic formula
653		0	\|a Mathematics
700	0		\|a Yanwei Gao \|e verfasserin \|4 aut
700	0		\|a Dehui Wang \|e verfasserin \|4 aut
773	0	8	\|i In \|t Journal of Inequalities and Applications \|d SpringerOpen, 2002 \|g (2016), 1, Seite 13 \|w (DE-627)320977056 \|w (DE-600)2028512-7 \|x 1029242X \|7 nnns
773	1	8	\|g year:2016 \|g number:1 \|g pages:13
856	4	0	\|u https://doi.org/10.1186/s13660-016-1135-8 \|z kostenfrei
856	4	0	\|u https://doaj.org/article/b240761e434444d9a3dd124c663540e8 \|z kostenfrei
856	4	0	\|u http://link.springer.com/article/10.1186/s13660-016-1135-8 \|z kostenfrei
856	4	2	\|u https://doaj.org/toc/1029-242X \|y Journal toc \|z kostenfrei
912			\|a GBV_USEFLAG_A
912			\|a SYSFLAG_A
912			\|a GBV_DOAJ
912			\|a SSG-OLC-PHA
912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
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_73
912			\|a GBV_ILN_95
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_151
912			\|a GBV_ILN_161
912			\|a GBV_ILN_170
912			\|a GBV_ILN_206
912			\|a GBV_ILN_213
912			\|a GBV_ILN_230
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_4012
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
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_4338
912			\|a GBV_ILN_4367
912			\|a GBV_ILN_4700
951			\|a AR
952			\|j 2016 \|e 1 \|h 13

Indexfelder

author_variant	j c jc y g yg d w dw
matchkey_str	article:1029242X:2016----::unrbbltefrprubdikoewtsohsipeima
hierarchy_sort_str	2016
callnumber-subject-code	QA
publishDate	2016
allfields	10.1186/s13660-016-1135-8 doi (DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8 DE-627 ger DE-627 rakwb eng QA1-939 Jianhua Cheng verfasserin aut Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 2016 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics Yanwei Gao verfasserin aut Dehui Wang verfasserin aut In Journal of Inequalities and Applications SpringerOpen, 2002 (2016), 1, Seite 13 (DE-627)320977056 (DE-600)2028512-7 1029242X nnns year:2016 number:1 pages:13 https://doi.org/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/article/b240761e434444d9a3dd124c663540e8 kostenfrei http://link.springer.com/article/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/toc/1029-242X Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2016 1 13
spelling	10.1186/s13660-016-1135-8 doi (DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8 DE-627 ger DE-627 rakwb eng QA1-939 Jianhua Cheng verfasserin aut Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 2016 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics Yanwei Gao verfasserin aut Dehui Wang verfasserin aut In Journal of Inequalities and Applications SpringerOpen, 2002 (2016), 1, Seite 13 (DE-627)320977056 (DE-600)2028512-7 1029242X nnns year:2016 number:1 pages:13 https://doi.org/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/article/b240761e434444d9a3dd124c663540e8 kostenfrei http://link.springer.com/article/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/toc/1029-242X Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2016 1 13
allfields_unstemmed	10.1186/s13660-016-1135-8 doi (DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8 DE-627 ger DE-627 rakwb eng QA1-939 Jianhua Cheng verfasserin aut Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 2016 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics Yanwei Gao verfasserin aut Dehui Wang verfasserin aut In Journal of Inequalities and Applications SpringerOpen, 2002 (2016), 1, Seite 13 (DE-627)320977056 (DE-600)2028512-7 1029242X nnns year:2016 number:1 pages:13 https://doi.org/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/article/b240761e434444d9a3dd124c663540e8 kostenfrei http://link.springer.com/article/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/toc/1029-242X Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2016 1 13
allfieldsGer	10.1186/s13660-016-1135-8 doi (DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8 DE-627 ger DE-627 rakwb eng QA1-939 Jianhua Cheng verfasserin aut Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 2016 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics Yanwei Gao verfasserin aut Dehui Wang verfasserin aut In Journal of Inequalities and Applications SpringerOpen, 2002 (2016), 1, Seite 13 (DE-627)320977056 (DE-600)2028512-7 1029242X nnns year:2016 number:1 pages:13 https://doi.org/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/article/b240761e434444d9a3dd124c663540e8 kostenfrei http://link.springer.com/article/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/toc/1029-242X Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2016 1 13
allfieldsSound	10.1186/s13660-016-1135-8 doi (DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8 DE-627 ger DE-627 rakwb eng QA1-939 Jianhua Cheng verfasserin aut Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force 2016 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models. perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics Yanwei Gao verfasserin aut Dehui Wang verfasserin aut In Journal of Inequalities and Applications SpringerOpen, 2002 (2016), 1, Seite 13 (DE-627)320977056 (DE-600)2028512-7 1029242X nnns year:2016 number:1 pages:13 https://doi.org/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/article/b240761e434444d9a3dd124c663540e8 kostenfrei http://link.springer.com/article/10.1186/s13660-016-1135-8 kostenfrei https://doaj.org/toc/1029-242X Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2016 1 13
language	English
source	In Journal of Inequalities and Applications (2016), 1, Seite 13 year:2016 number:1 pages:13
sourceStr	In Journal of Inequalities and Applications (2016), 1, Seite 13 year:2016 number:1 pages:13
format_phy_str_mv	Article
institution	findex.gbv.de
topic_facet	perturbed risk model constant interest force ruin probability upper bound asymptotic formula Mathematics
isfreeaccess_bool	true
container_title	Journal of Inequalities and Applications
authorswithroles_txt_mv	Jianhua Cheng @@aut@@ Yanwei Gao @@aut@@ Dehui Wang @@aut@@
publishDateDaySort_date	2016-01-01T00:00:00Z
hierarchy_top_id	320977056
id	DOAJ038273918
language_de	englisch
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">DOAJ038273918</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230502093227.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">230227s2016 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1186/s13660-016-1135-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)DOAJ038273918</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DOAJb240761e434444d9a3dd124c663540e8</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA1-939</subfield></datafield><datafield tag="100" ind1="0" ind2=" "><subfield code="a">Jianhua Cheng</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2016</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">perturbed risk model</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">constant interest force</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">ruin probability</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">upper bound</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">asymptotic formula</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Mathematics</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Yanwei Gao</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Dehui Wang</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">In</subfield><subfield code="t">Journal of Inequalities and Applications</subfield><subfield code="d">SpringerOpen, 2002</subfield><subfield code="g">(2016), 1, Seite 13</subfield><subfield code="w">(DE-627)320977056</subfield><subfield code="w">(DE-600)2028512-7</subfield><subfield code="x">1029242X</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">year:2016</subfield><subfield code="g">number:1</subfield><subfield code="g">pages:13</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1186/s13660-016-1135-8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doaj.org/article/b240761e434444d9a3dd124c663540e8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://link.springer.com/article/10.1186/s13660-016-1135-8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="u">https://doaj.org/toc/1029-242X</subfield><subfield code="y">Journal toc</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_DOAJ</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OLC-PHA</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_39</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_63</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_65</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_161</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_170</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_206</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_285</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_293</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4012</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4367</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="j">2016</subfield><subfield code="e">1</subfield><subfield code="h">13</subfield></datafield></record></collection>
callnumber-first	Q - Science
author	Jianhua Cheng
spellingShingle	Jianhua Cheng misc QA1-939 misc perturbed risk model misc constant interest force misc ruin probability misc upper bound misc asymptotic formula misc Mathematics Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
authorStr	Jianhua Cheng
ppnlink_with_tag_str_mv	@@773@@(DE-627)320977056
format	electronic Article
delete_txt_mv	keep
author_role	aut aut aut
collection	DOAJ
remote_str	true
callnumber-label	QA1-939
illustrated	Not Illustrated
issn	1029242X
topic_title	QA1-939 Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force perturbed risk model constant interest force ruin probability upper bound asymptotic formula
topic	misc QA1-939 misc perturbed risk model misc constant interest force misc ruin probability misc upper bound misc asymptotic formula misc Mathematics
topic_unstemmed	misc QA1-939 misc perturbed risk model misc constant interest force misc ruin probability misc upper bound misc asymptotic formula misc Mathematics
topic_browse	misc QA1-939 misc perturbed risk model misc constant interest force misc ruin probability misc upper bound misc asymptotic formula misc Mathematics
format_facet	Elektronische Aufsätze Aufsätze Elektronische Ressource
format_main_str_mv	Text Zeitschrift/Artikel
carriertype_str_mv	cr
hierarchy_parent_title	Journal of Inequalities and Applications
hierarchy_parent_id	320977056
hierarchy_top_title	Journal of Inequalities and Applications
isfreeaccess_txt	true
familylinks_str_mv	(DE-627)320977056 (DE-600)2028512-7
title	Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
ctrlnum	(DE-627)DOAJ038273918 (DE-599)DOAJb240761e434444d9a3dd124c663540e8
title_full	Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
author_sort	Jianhua Cheng
journal	Journal of Inequalities and Applications
journalStr	Journal of Inequalities and Applications
callnumber-first-code	Q
lang_code	eng
isOA_bool	true
recordtype	marc
publishDateSort	2016
contenttype_str_mv	txt
container_start_page	13
author_browse	Jianhua Cheng Yanwei Gao Dehui Wang
class	QA1-939
format_se	Elektronische Aufsätze
author-letter	Jianhua Cheng
doi_str_mv	10.1186/s13660-016-1135-8
author2-role	verfasserin
title_sort	ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
callnumber	QA1-939
title_auth	Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
abstract	Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.
abstractGer	Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.
abstract_unstemmed	Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.
collection_details	GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_206 GBV_ILN_213 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2111 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 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_4338 GBV_ILN_4367 GBV_ILN_4700
container_issue	1
title_short	Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
url	https://doi.org/10.1186/s13660-016-1135-8 https://doaj.org/article/b240761e434444d9a3dd124c663540e8 http://link.springer.com/article/10.1186/s13660-016-1135-8 https://doaj.org/toc/1029-242X
remote_bool	true
author2	Yanwei Gao Dehui Wang
author2Str	Yanwei Gao Dehui Wang
ppnlink	320977056
callnumber-subject	QA - Mathematics
mediatype_str_mv	c
isOA_txt	true
hochschulschrift_bool	false
doi_str	10.1186/s13660-016-1135-8
callnumber-a	QA1-939
up_date	2024-07-03T17:01:49.011Z
_version_	1803578097286512640
fullrecord_marcxml	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">DOAJ038273918</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230502093227.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">230227s2016 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1186/s13660-016-1135-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)DOAJ038273918</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DOAJb240761e434444d9a3dd124c663540e8</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA1-939</subfield></datafield><datafield tag="100" ind1="0" ind2=" "><subfield code="a">Jianhua Cheng</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2016</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">perturbed risk model</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">constant interest force</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">ruin probability</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">upper bound</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">asymptotic formula</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Mathematics</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Yanwei Gao</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="0" ind2=" "><subfield code="a">Dehui Wang</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">In</subfield><subfield code="t">Journal of Inequalities and Applications</subfield><subfield code="d">SpringerOpen, 2002</subfield><subfield code="g">(2016), 1, Seite 13</subfield><subfield code="w">(DE-627)320977056</subfield><subfield code="w">(DE-600)2028512-7</subfield><subfield code="x">1029242X</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">year:2016</subfield><subfield code="g">number:1</subfield><subfield code="g">pages:13</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1186/s13660-016-1135-8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doaj.org/article/b240761e434444d9a3dd124c663540e8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://link.springer.com/article/10.1186/s13660-016-1135-8</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="u">https://doaj.org/toc/1029-242X</subfield><subfield code="y">Journal toc</subfield><subfield code="z">kostenfrei</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_A</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_DOAJ</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OLC-PHA</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_39</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_63</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_65</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_161</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_170</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_206</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_285</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_293</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4012</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4367</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="j">2016</subfield><subfield code="e">1</subfield><subfield code="h">13</subfield></datafield></record></collection>
score	7.4016

Nicht das Richtige dabei?

Schreiben Sie uns!

Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

Nicht das Richtige dabei?

Zugang & Verfügbarkeit

Vorhandene Bände

Nicht das Richtige dabei?