Approximations for Finite Horizon Ruin Probabilities in the Renewal Model
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Publication:4512136
DOI10.1080/03461239950132606zbMath0952.91039OpenAlexW1970472647MaRDI 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
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Related Items (3)
Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation ⋮ Ruin probability of the renewal model with risky investment and large claims ⋮ FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS
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- Approximations for the probability of ruin within finite time
- Corrected diffusion approximations in certain random walk problems
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- Saddlepoint approximations for the probability of ruin in finite time
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