Ruin probabilities with a Markov chain interest model (Q2485524): Difference between revisions

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+W2012270151
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+DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
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+Ruin probabilities with dependent rates of interest
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+Q4343010
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+Q5624436
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+Aspects of risk theory
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+Q4367948
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+Q4301147
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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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+Lundberg inequalities for renewal equations
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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+Ruin theory in a financial corporation model with credit risk.
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+MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE  MODEL WITH CONSTANT INTEREST RATE
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+Publication:2485524