On finite time ruin probability with random interest rate in a multi-risk model

DOI10.3770/J.ISSN:2095-2651.2014.04.012zbMATH Open1313.91069MaRDI QIDQ5498089FDOQ5498089

Authors: Jinghai Feng, Lixin Song, Linna Yi 

Publication date: 11 February 2015

Recommendations

• The asymptotics of finite time ruin probabilities for a risk model with variable interest rates
• Ruin probabilities for discrete time risk models with stochastic rates of interest
• On the ruin probability in a discrete time risk model with stochastic rates of interest
• Ruin probability of a two-dimensional discrete time risk model with random interest rates
• Uniform estimate on finite time ruin probabilities with random interest rate

zbMATH Keywords

ruin probabilitydiscrete-timemulti-risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• On the time surplus process based on a multi-risk model
• Ruin probability of a two-dimensional discrete time risk model with random interest rates
• Multiseasonal discrete-time risk model revisited
• The asymptotics of finite time ruin probabilities for a risk model with variable interest rates
• Absolute ruin probability of a multi-type-insurance risk model
• Ruin probability in the single-multiple-type risk model with interference

This page was built for publication: On finite time ruin probability with random interest rate in a multi-risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5498089)