Ruin under interest force and subexponential claims: a simple treatment. (Q1584593): Difference between revisions
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| Property / cites work: Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities / rank | |||
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| Property / cites work: Q4343010 / rank | |||
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| Property / cites work: Ruin probabilities in the presence of heavy-tails and interest rates / rank | |||
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| Property / cites work: Ruin estimates under interest force / rank | |||
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| Property / cites work: The adjustment function in ruin estimates under interest force / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(00)00045-7 / rank | |||
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| Property / OpenAlex ID: W2085553648 / rank | |||
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Latest revision as of 09:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin under interest force and subexponential claims: a simple treatment. |
scientific article |
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Ruin under interest force and subexponential claims: a simple treatment. (English)
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2000
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Ruin probability
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Risk model
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Subexponential distribution
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Interest force
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