Ruin estimates under interest force

DOI10.1016/0167-6687(94)00023-8zbMath0838.62098OpenAlexW2084197669MaRDI QIDQ1902621

Publication date: 22 November 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00023-8

zbMATH Keywords

bounds approximations ruin probability compound Poisson process constant interest rate Lundberg inequality infinite time ruin probabilities constant premium rate exponential claim sizes interest-rate zero initial reserve

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integral equations with miscellaneous special kernels (45H05)

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