The asymptotics of finite time ruin probabilities for a risk model with variable interest rates

zbMATH Open1224.91098MaRDI QIDQ3071689FDOQ3071689

Authors: Jinyou Yu, Yijun Hu, Xiao Wei 

Publication date: 5 February 2011

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zbMATH Keywords

interest ratediscrete time risk modelheavy-tailedfinite time ruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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