The asymptotics of finite time ruin probabilities for a risk model with variable interest rates (Q3071689)
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scientific article; zbMATH DE number 5846716
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| English | The asymptotics of finite time ruin probabilities for a risk model with variable interest rates |
scientific article; zbMATH DE number 5846716 |
Statements
5 February 2011
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discrete time risk model
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heavy-tailed
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interest rate
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finite time ruin probability
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0.9105066061019896
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0.8823185563087463
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0.8741471767425537
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0.8710262179374695
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0.8574448823928833
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