Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite and infinite time ruin probabilities in a stochastic economic environment. |
scientific article; zbMATH DE number 2102385
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite and infinite time ruin probabilities in a stochastic economic environment. |
scientific article; zbMATH DE number 2102385 |
Statements
Finite and infinite time ruin probabilities in a stochastic economic environment. (English)
0 references
22 September 2004
0 references
insurance mathematics
0 references
ruin problem
0 references
level-crossing probability
0 references
stochastic discounting
0 references
large deviations theory
0 references
0 references
0 references
0 references
0.9246796
0 references
0.92014205
0 references
0 references
0 references
0.89585745
0 references
