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  • Search: subject:"infinite-time ruin probability"
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Subject
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Actuarial mathematics 1 Bidimensional risk model 1 Finite-time ruin probability 1 Infinite-time ruin probability 1 Insolvency 1 Insolvenz 1 Kantorovich’s metric 1 Martingale 1 Probability theory 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Survival probability 1 Theorie 1 Theory 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1 continuity inequalities 1 contractive operators 1 infinite-time ruin probability 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Gordienko, Evgueni 1 Vázquez-Ortega, Patricia 1 Wang, Wensheng 1 Zhang, Yuanyuan 1
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Astin bulletin : the journal of the International Actuarial Association 1 Statistics & Probability Letters 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Simple continuity inequalities for ruin probability in the classical risk model
Gordienko, Evgueni; Vázquez-Ortega, Patricia - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 801-814
Persistent link: https://www.econbiz.de/10011670008
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Ruin probabilities of a bidimensional risk model with investment
Zhang, Yuanyuan; Wang, Wensheng - In: Statistics & Probability Letters 82 (2012) 1, pp. 130-138
framework. Using the martingale technique, we obtain an upper bound for the infinite-time ruin probability with respect to the …
Persistent link: https://www.econbiz.de/10010582234
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