Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019966965> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W2019966965 endingPage "372" @default.
- W2019966965 startingPage "365" @default.
- W2019966965 abstract "Abstract Consider a discrete time risk process based on a two state Markov chain. The premium is assumed to be the reciprocal of an integer, the benefit is unity and the initial surplus is a multiple of the premium. We will derive recursion formulae for the joint distribution of ruin and severity of ruin and for the expected time to surplus zero from a given negative surplus. Further we will derive asymptotic estimates for the ruin probability, the severity of ruin and their joint distribution. In conclusion we will calculate the expected time in the red." @default.
- W2019966965 created "2016-06-24" @default.
- W2019966965 creator A5065464559 @default.
- W2019966965 date "2002-12-01" @default.
- W2019966965 modified "2023-09-30" @default.
- W2019966965 title "Time in the red in a two state Markov model" @default.
- W2019966965 cites W2070051853 @default.
- W2019966965 cites W2072606241 @default.
- W2019966965 cites W2098298663 @default.
- W2019966965 cites W4236669580 @default.
- W2019966965 doi "https://doi.org/10.1016/s0167-6687(02)00174-9" @default.
- W2019966965 hasPublicationYear "2002" @default.
- W2019966965 type Work @default.
- W2019966965 sameAs 2019966965 @default.
- W2019966965 citedByCount "8" @default.
- W2019966965 countsByYear W20199669652021 @default.
- W2019966965 countsByYear W20199669652023 @default.
- W2019966965 crossrefType "journal-article" @default.
- W2019966965 hasAuthorship W2019966965A5065464559 @default.
- W2019966965 hasConcept C105795698 @default.
- W2019966965 hasConcept C11413529 @default.
- W2019966965 hasConcept C121332964 @default.
- W2019966965 hasConcept C121864883 @default.
- W2019966965 hasConcept C144237770 @default.
- W2019966965 hasConcept C149782125 @default.
- W2019966965 hasConcept C162324750 @default.
- W2019966965 hasConcept C163836022 @default.
- W2019966965 hasConcept C33923547 @default.
- W2019966965 hasConcept C41008148 @default.
- W2019966965 hasConcept C48103436 @default.
- W2019966965 hasConcept C98763669 @default.
- W2019966965 hasConceptScore W2019966965C105795698 @default.
- W2019966965 hasConceptScore W2019966965C11413529 @default.
- W2019966965 hasConceptScore W2019966965C121332964 @default.
- W2019966965 hasConceptScore W2019966965C121864883 @default.
- W2019966965 hasConceptScore W2019966965C144237770 @default.
- W2019966965 hasConceptScore W2019966965C149782125 @default.
- W2019966965 hasConceptScore W2019966965C162324750 @default.
- W2019966965 hasConceptScore W2019966965C163836022 @default.
- W2019966965 hasConceptScore W2019966965C33923547 @default.
- W2019966965 hasConceptScore W2019966965C41008148 @default.
- W2019966965 hasConceptScore W2019966965C48103436 @default.
- W2019966965 hasConceptScore W2019966965C98763669 @default.
- W2019966965 hasIssue "3" @default.
- W2019966965 hasLocation W20199669651 @default.
- W2019966965 hasOpenAccess W2019966965 @default.
- W2019966965 hasPrimaryLocation W20199669651 @default.
- W2019966965 hasRelatedWork W1980055293 @default.
- W2019966965 hasRelatedWork W1987887771 @default.
- W2019966965 hasRelatedWork W2016433677 @default.
- W2019966965 hasRelatedWork W2046072676 @default.
- W2019966965 hasRelatedWork W2064910521 @default.
- W2019966965 hasRelatedWork W2080454718 @default.
- W2019966965 hasRelatedWork W2129442406 @default.
- W2019966965 hasRelatedWork W2389529561 @default.
- W2019966965 hasRelatedWork W2412945859 @default.
- W2019966965 hasRelatedWork W4283264916 @default.
- W2019966965 hasVolume "31" @default.
- W2019966965 isParatext "false" @default.
- W2019966965 isRetracted "false" @default.
- W2019966965 magId "2019966965" @default.
- W2019966965 workType "article" @default.