Ruin probabilities with a Markov chain interest model (Q2485524): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:18, 5 March 2024
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)
0 references
5 August 2005
0 references
Discrete time risk process
0 references
Markov chain
0 references
Ruin probability
0 references
Rate of interest
0 references
Lundberg's inequality
0 references
Regularly varying tail
0 references
Heavy-tailed distribution
0 references
