Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
| Year of publication: |
2003
|
|---|---|
| Authors: | Cai, Jun ; Dickson, David C. M. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 32.2003, 1, p. 61-71
|
| Publisher: |
Elsevier |