Approximations for Finite Horizon Ruin Probabilities in the Renewal Model

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

zbMATH Keywords

finite horizon; risk theory; renewal model

Mathematics Subject Classification ID

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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