Ruin problems in risk models with dependent rates of interest
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Publication:997240
DOI10.1016/j.spl.2006.11.013zbMath1114.91051MaRDI QIDQ997240
Guanghua Wei, Chun-hua Zhu, Qi-Bing Gao, Yao-hua Wu
Publication date: 23 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.11.013
Related Items
Ruin problems for an autoregressive risk model with dependent rates of interest, Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
Cites Work
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- On the expected discounted penalty function at ruin of a surplus process with interest.
- Ruin probabilities and penalty functions with stochastic rates of interest
- Ruin probabilities with dependent rates of interest
- Non-exponential Bounds for Ruin Probability with Interest Effect Included