UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS
From MaRDI portal
Publication:3591544
DOI10.1017/S0269964806060323zbMath1183.62182MaRDI QIDQ3591544
Gary K. C. Chan, Hailiang Yang
Publication date: 11 September 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964806060323
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Cites Work