Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions (Q4682535)
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scientific article; zbMATH DE number 6938754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability of a discrete-time risk process with proportional
reinsurance and investment for exponential and Pareto distributions |
scientific article; zbMATH DE number 6938754 |
Statements
18 September 2018
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discrete time risk process
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ruin probability
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proportional reinsurance
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Lundberg's inequality
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regularly varying tail
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Ruin probability of a discrete-time risk process with proportional
reinsurance and investment for exponential and Pareto distributions (English)
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