The finite-time ruin probability for ND claims with constant interest force

This paper established a simple asymptotic formula for the finite-time ruin probability of a nonstandard compound Poisson model in which the claims are negatively dependent (ND).

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Year of publication:	2008
Authors:	Kong, Fanchao ; Zong, Gaofeng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 3103-3109
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254615