Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest (Q3535639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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