Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103)
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scientific article; zbMATH DE number 5774931
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| English | Approximation for the ruin probabilities in a discrete time risk model with dependent risks |
scientific article; zbMATH DE number 5774931 |
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Approximation for the ruin probabilities in a discrete time risk model with dependent risks (English)
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26 August 2010
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asymptotics
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nonconstant interest rates
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ruin probability
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dependent risks
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discrete time risk model
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0.9011183381080629
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0.8921058773994446
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0.8901927471160889
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0.8829260468482971
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