Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955)
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scientific article; zbMATH DE number 5066758
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| English | Approximation for ruin probability in the Sparre Andersen model with interest |
scientific article; zbMATH DE number 5066758 |
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Approximation for ruin probability in the Sparre Andersen model with interest (English)
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24 October 2006
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force of interest
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compound Poisson model
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0.8960793614387512
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0.8903040289878845
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0.8709202408790588
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0.8513981103897095
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0.8293716907501221
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