Ruin probability for the classical renewal model with stochastic interest rate (Q3016736)
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scientific article; zbMATH DE number 5926890
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| English | Ruin probability for the classical renewal model with stochastic interest rate |
scientific article; zbMATH DE number 5926890 |
Statements
19 July 2011
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classical renewal risk model
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claim
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stochastic interest rate
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regularly varying-tailed
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ruin probability
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0.8560484051704407
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0.8512642979621887
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0.8449291586875916
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0.8439070582389832
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0.8403048515319824
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