The asymptotics of finite time ruin probabilities for a risk model with variable interest rates (Q3071689)
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: The asymptotics of finite time ruin probabilities for a risk model with variable interest rates |
scientific article; zbMATH DE number 5846716
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0 references
discrete time risk model
0 references
heavy-tailed
0 references
interest rate
0 references
finite time ruin probability
0 references
0.9105066061019896
0 references
0.8823185563087463
0 references
0.8741471767425537
0 references
0.8710262179374695
0 references
0.8574448823928833
0 references
