Two-sided bounds for ruin probability under constant interest force (Q1781720)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-sided bounds for ruin probability under constant interest force |
scientific article |
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Two-sided bounds for ruin probability under constant interest force (English)
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28 June 2005
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Two-sided bounds for ruin probability are given in the classical risk model under constant interest force; the main tool is a reduction to the model without interest force.
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classical risk model
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