Two-sided bounds for ruin probability under constant interest force (Q1781720): Difference between revisions
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| Property / author: Dimitrios G. Konstantinides / rank | |||
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| Property / author: Qi-he Tang / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / author: Dimitrios G. Konstantinides / rank | |||
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| Property / author: Qi-he Tang / rank | |||
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| Property / reviewed by: Gheorghe Stoica / rank | |||
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| Property / full work available at URL: https://doi.org/10.1023/b:joth.0000036323.99101.24 / rank | |||
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| Property / OpenAlex ID: W1589639515 / rank | |||
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Latest revision as of 08:40, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-sided bounds for ruin probability under constant interest force |
scientific article |
Statements
Two-sided bounds for ruin probability under constant interest force (English)
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28 June 2005
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Two-sided bounds for ruin probability are given in the classical risk model under constant interest force; the main tool is a reduction to the model without interest force.
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classical risk model
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