Classical risk theory in an economic environment (Q1091069): Difference between revisions
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Revision as of 22:24, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical risk theory in an economic environment |
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Classical risk theory in an economic environment (English)
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1987
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In classical risk theory, interest is ignored. This comprehensive paper gives a general description of the classical risk process when interest and inflation are taken into account. Their effects on bounds on ruin probabilities are studied.
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influence of macro-economic factors
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surplus process
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martingale
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renewal theory
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premium calculation principles
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Lundberg and Gerber bound
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classical adjustment coefficient
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classical risk process
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interest
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inflation
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bounds on ruin probabilities
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