Bounding the ruin probability under force of interest (Q3195086)
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scientific article; zbMATH DE number 6497221
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bounding the ruin probability under force of interest |
scientific article; zbMATH DE number 6497221 |
Statements
21 October 2015
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surplus process
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ruin probability
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martingale
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Cramér-Lundberg condition
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Pareto distribution
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0.8633199334144592
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0.8596031665802002
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0.8451119065284729
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0.838164746761322
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0.8356282114982605
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