Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535)
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scientific article; zbMATH DE number 2102385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite and infinite time ruin probabilities in a stochastic economic environment. |
scientific article; zbMATH DE number 2102385 |
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Finite and infinite time ruin probabilities in a stochastic economic environment. (English)
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22 September 2004
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insurance mathematics
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ruin problem
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level-crossing probability
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stochastic discounting
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large deviations theory
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0.9246796
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0.92014205
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