Ruin problems for the discrete time insurance risk model with the dependent claim amount (Q4640673)
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scientific article; zbMATH DE number 6874544
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| English | Ruin problems for the discrete time insurance risk model with the dependent claim amount |
scientific article; zbMATH DE number 6874544 |
Statements
25 May 2018
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discount rate
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double type risk
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first-order autoregressive structure
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duration of ruin
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0.906975507736206
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0.887363851070404
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0.8842686414718628
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0.8798980712890625
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