How long is the surplus below zero?

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Egídio dos Reis, Alfredo. “How Long Is the Surplus below Zero?”. Insurance: Mathematics and Economics, vol. 12, no. 1, 1993, pp. 23-38, https://doi.org/10.1016/0167-6687(93)90996-3.
Egídio dos Reis, A. (1993). How long is the surplus below zero?. Insurance: Mathematics and Economics, 12(1), 23-38. https://doi.org/10.1016/0167-6687(93)90996-3
Egídio dos Reis, Alfredo. “How Long Is the Surplus below Zero?”. Insurance: Mathematics and Economics 12, no. 1 (1993): 23-38. https://doi.org/10.1016/0167-6687(93)90996-3.
Egídio dos Reis A. How long is the surplus below zero?. Insurance: Mathematics and Economics. 1993;12(1):23-38.
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Refrences
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  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
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  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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When does the surplus reach a given target? Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
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Mathematical fun with ruin theory Insurance: Mathematics and Economics
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  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 38 1988
The surpluses immediately before and at ruin, and the amount of the claim causing ruin Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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On the probability and severity of ruin ASTIN Bulletin
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1987
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science2
Science: Mathematics1
Science: Mathematics: Probabilities. Mathematical statistics1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Social Sciences: Economic theory. Demography: Economics as a science 2 is the most frequently represented among the references in this article. It primarily includes studies from ASTIN Bulletin The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
On the area in the red of Lévy risk processes and related quantities Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1 2023
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2022
Moments of deficit duration and its proportion in general compound binomial model Results in Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
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A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models Communications in Statistics - Theory and Methods
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Citations Analysis
Category Category Repetition
Science: Mathematics51
Science: Mathematics: Probabilities. Mathematical statistics43
Social Sciences: Commerce: Business22
Social Sciences: Economic theory. Demography: Economics as a science22
Social Sciences: Statistics21
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods7
Social Sciences: Finance6
Technology: Engineering (General). Civil engineering (General)4
Technology: Manufactures: Production management. Operations management3
Social Sciences: Sociology (General)3
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Technology: Mechanical engineering and machinery1
The category Science: Mathematics 51 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled On some measures of the severity of ruin in the classical Poisson model and was published in 1994. The most recent citation comes from a 2023 study titled On the area in the red of Lévy risk processes and related quantities. This article reached its peak citation in 2013, with 6 citations. It has been cited in 25 different journals. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 18 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year