Ruin probabilities with a Markov chain interest model (Q2485524): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities with a Markov chain interest model |
scientific article |
Statements
Ruin probabilities with a Markov chain interest model (English)
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5 August 2005
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Discrete time risk process
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Markov chain
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Ruin probability
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Rate of interest
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Lundberg's inequality
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Regularly varying tail
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Heavy-tailed distribution
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