Upper bounds for the ruin probabilities in dependent risk models with Markov chains interest rates (Q4901496)
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scientific article; zbMATH DE number 6129953
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| English | Upper bounds for the ruin probabilities in dependent risk models with Markov chains interest rates |
scientific article; zbMATH DE number 6129953 |
Statements
24 January 2013
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discrete time risk model
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ruin probability
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0.9435601234436036
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0.9384835958480836
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0.8980265855789185
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0.8847288489341736
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