Non-exponential Bounds for Ruin Probability with Interest Effect Included (Q4258733): Difference between revisions
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Latest revision as of 22:35, 28 May 2024
scientific article; zbMATH DE number 1336597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-exponential Bounds for Ruin Probability with Interest Effect Included |
scientific article; zbMATH DE number 1336597 |
Statements
Non-exponential Bounds for Ruin Probability with Interest Effect Included (English)
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14 September 1999
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ruin probability
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martingale inequalities
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Lundberg's inequality
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new worse then used distribution
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new better then used distribution
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decreasing failure rate distribution
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investment income
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interest rates
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