Ruin under interest force and subexponential claims: a simple treatment.
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Publication:1584593
DOI10.1016/S0167-6687(00)00045-7zbMath1056.60501OpenAlexW2085553648MaRDI QIDQ1584593
Dimitrios G. Konstantinides, Vladimir Kalashnikov
Publication date: 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00045-7
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Cites Work
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- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- The adjustment function in ruin estimates under interest force
- Ruin estimates under interest force
- Ruin probabilities in the presence of heavy-tails and interest rates
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