Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092): Difference between revisions

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-Qi-he Tang
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+Qi-he Tang
@@ Property / author: Qi-he Tang / rank @@
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+MaRDI publication profile
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+The adjustment function in ruin estimates under interest force
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+The class of subexponential distributions
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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+Publication:4664092