On stochastic difference equations in insurance ruin theory

DOI10.1080/10236198.2010.536225zbMath1258.91107MaRDI QIDQ2902286

Harri Nyrhinen

Publication date: 17 August 2012

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2010.536225

zbMATH Keywords

ruin probability; investments; stochastic difference equations

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

39A50: Stochastic difference equations

Related Items

Ruin probabilities under Sarmanov dependence structure, Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices, Weak limits of random coefficient autoregressive processes and their application in ruin theory, Ruin with insurance and financial risks following the least risky FGM dependence structure

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