Ruin probability with constant interest force and regular variation

MaRDI QIDQ3609412zbMATH OpenFDO

Authors Tao Jiang

Publication date 6 March 2009

Mathematics Subject Classification ID

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

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Cited in

(6)

• Ruin probabilities for risk models with constant interest
• The finite-time ruin probability for the jump-diffusion model with constant interest force
• The finite-time ruin probability of the compound Poisson model with constant interest force
• Ruin probabilities in the presence of heavy-tails and interest rates
• Asymptotic analysis of ruin in the constant elasticity of variance model
• Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

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