Ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2 (Q4980894)
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scientific article; zbMATH DE number 6311674
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| English | Ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2 |
scientific article; zbMATH DE number 6311674 |
Statements
30 June 2014
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discrete-time risk model
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ruin probability
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Lundberg upper bound
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order-2 autoregressive model
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0.8945001363754272
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0.8859155774116516
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0.8812275528907776
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