Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest

被引：0

作者：

Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ont. N2L 3G1, Canada ^{[1
]}

不详 ^{[2
]}

机构：

来源：

Inf. Econ. Policy | 2006年 / 3卷 / 61-71期

关键词：

10;

D O I：

10.1007/s00170-005-0025-x

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[1] Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Cai, J
Dickson, DCM
INSURANCE MATHEMATICS & ECONOMICS, 2003, 32 (01): : 61 - 71
[2] Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
Yang, Wenquan
Hu, Yijun
STATISTICS & PROBABILITY LETTERS, 2009, 79 (01) : 63 - 69
[3] Ruin probabilities for a Sparre Andersen model with investments
Eberlein, Ernst
Kabanov, Yuri
Schmidt, Thorsten
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 144 : 72 - 84
[4] The deficit at ruin in the sparre andersen model with interest
Bao Z.-H.
Ye Z.-X.
Journal of Applied Mathematics and Computing, 2007, 23 (1-2) : 87 - 99
[5] Lundberg upper bounds for ultimate ruin probabilities with constant interest
Wu, Zhao
Cheng, Wang Ding
Yong, Zeng
Advances in Matrix Theory and Applications, 2006, : 331 - 334
[6] Bounds for the probability and severity of ruin in the Sparre Andersen model
Politis, K
INSURANCE MATHEMATICS & ECONOMICS, 2005, 36 (02): : 165 - 177
[7] Bounds for the Ruin Probability in the Sparre-Andersen Model
Losidis, Sotirios
Dermitzakis, Vaios
RISKS, 2024, 12 (02)
[8] Approximation for ruin probability in the Sparre Andersen model with interest
Tan J.-Y.
Yang X.-Q.
Acta Mathematicae Applicatae Sinica, 2006, 22 (2) : 333 - 344
[9] General bounds for the deficit distribution at ruin in the Sparre Andersen model
Gajek, Leslaw
Rudz, Marcin
LITHUANIAN MATHEMATICAL JOURNAL, 2024, : 453 - 466
[10] Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
Kabanov, Yuri
Promyslov, Platon
FINANCE AND STOCHASTICS, 2023, 27 (04) : 887 - 902

← 1 2 3 4 5 →