Finite-horizon ruin probability asymptotics in the compound discrete-time risk model

DOI10.1007/s10986-011-9120-xzbMath1227.91022MaRDI QIDQ647156

Jonas Šiaulys, Remigijus Leipus

Publication date: 1 December 2011

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-011-9120-x

zbMATH Keywords

ruin probability; compound discrete-time risk model; finite-horizon ruin probability

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

Unnamed Item, Bi-seasonal discrete time risk model, Ruin probability in the three-seasonal discrete-time risk model

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