Uniform estimate on finite time ruin probabilities with random interest rate

DOI10.1016/S0252-9602(10)60070-7zbMath1240.91056OpenAlexW1994595593MaRDI QIDQ551357

Xiaoxia He, Ruixing Ming, Juan Liu, Hu, Yijun

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60070-7

zbMATH Keywords

uniformityfinite time ruin probabilityrandom interest rate

Mathematics Subject Classification ID

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