Ruin estimates under interest force (Q1902621)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Ruin estimates under interest force
scientific article

    Statements

    Ruin estimates under interest force (English)
    0 references
    22 November 1995
    0 references
    0 references
    interest-rate
    0 references
    Lundberg inequality
    0 references
    infinite time ruin probabilities
    0 references
    compound Poisson process
    0 references
    constant premium rate
    0 references
    constant interest rate
    0 references
    ruin probability
    0 references
    approximations
    0 references
    bounds
    0 references
    zero initial reserve
    0 references
    exponential claim sizes
    0 references
    0 references
    0 references
    0 references