Non-exponential Bounds for Ruin Probability with Interest Effect Included (Q4258733)
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: Non-exponential Bounds for Ruin Probability with Interest Effect Included |
scientific article; zbMATH DE number 1336597
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-exponential Bounds for Ruin Probability with Interest Effect Included |
scientific article; zbMATH DE number 1336597 |
Statements
Non-exponential Bounds for Ruin Probability with Interest Effect Included (English)
0 references
14 September 1999
0 references
ruin probability
0 references
martingale inequalities
0 references
Lundberg's inequality
0 references
new worse then used distribution
0 references
new better then used distribution
0 references
decreasing failure rate distribution
0 references
investment income
0 references
interest rates
0 references
0.8568447232246399
0 references
0.8502982258796692
0 references
0.8193570375442505
0 references
0.8032571077346802
0 references
0.8021613359451294
0 references
