Approximations for Finite Horizon Ruin Probabilities in the Renewal Model
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Publication:4512136
DOI10.1080/03461239950132606zbMath0952.91039MaRDI QIDQ4512136
Bjarne Højgaard, Soren Asmussen
Publication date: 1 November 2000
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461239950132606
62P05: Applications of statistics to actuarial sciences and financial mathematics
60K05: Renewal theory
Related Items
Ruin probability of the renewal model with risky investment and large claims, FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS, Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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