Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639): Difference between revisions

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Latest revision as of 19:14, 28 June 2024

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Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
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    Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (English)
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    13 November 2008
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    absolute ruin probability
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    credit and debit interest rates
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    compound Poisson model
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    heavy-tailed and light-tailed distributions
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    asymptotic results
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