scientific article; zbMATH DE number 5846716

zbMATH Open1224.91098MaRDI QIDQ3071689FDOQ3071689

Yijun Hu, Jinyou Yu, Xiao Wei

Publication date: 5 February 2011

Title of this publication is not available (Why is that?)

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)

Cited In (4)

• A new immunization inequality for random streams of assets, liabilities and interest rates
• Title not available (Why is that?)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate

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