Company Value with Ruin Constraint in a Discrete Model

Author： Hipp Christian  

Publisher： MDPI

E-ISSN： 2227-9091|6|1|1-1

ISSN： 2227-9091

Source： Risks, Vol.6, Iss.1, 2018-01, pp. : 1-1

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Ruin Analysis of a Discrete-Time Dependent Sparre Andersen Model with External Financial Activities and Randomized Dividends

By Kim Sung Soo   Drekic Steve  

Risks, Vol. 4, Iss. 1, 2016-02 ,pp. : 2-2

MDPI

Access to resources Recommend Favorite

Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk

By Malinovskii Vsevolod K.  

Risks, Vol. 2, Iss. 3, 2014-07 ,pp. : 249-259

MDPI

Access to resources Recommend Favorite

The Effects of Largest Claim and Excess of Loss Reinsurance on a Company’s Ruin Time and Valuation

By Fan Yuguang   Griffin Philip S.   Maller Ross   Szimayer Alexander   Wang Tiandong  

Risks, Vol. 5, Iss. 1, 2017-01 ,pp. : 3-3

MDPI

Access to resources Recommend Favorite

The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model

By Kizinevič Edita   Šiaulys Jonas  

Risks, Vol. 6, Iss. 1, 2018-03 ,pp. : 20-20

MDPI

Access to resources Recommend Favorite

On a Discrete Interaction Risk Model with Delayed Claims

By Liu He   Bao Zhenhua  

Journal of Risk and Financial Management, Vol. 8, Iss. 4, 2015-09 ,pp. : 355-368

MDPI

Access to resources Recommend Favorite