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

MaRDI QIDQ3071689zbMATH OpenFDO

Authors Jinyou Yu, Yijun Hu, Xiao Wei

Publication date 5 February 2011

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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(9)

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• A double-type risk model with variable ruin limit and economic factors
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• scientific article; zbMATH DE number 6831553 (Why is no real title available?)
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• Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate

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