Estimation of the probability of absolute ruin in a model of insurance company activities (Q3077414)
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scientific article; zbMATH DE number 5855515
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| English | Estimation of the probability of absolute ruin in a model of insurance company activities |
scientific article; zbMATH DE number 5855515 |
Statements
22 February 2011
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renewal risk model
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balance
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interest rate
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ruin probability
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Anderson model
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Cramér-Lundberg model
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0.8414000868797302
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0.8374434113502502
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0.817577600479126
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0.8164785504341125
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0.815437912940979
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