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Q4980894 - MaRDI portal

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scientific article; zbMATH DE number 6311674
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English
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scientific article; zbMATH DE number 6311674

    Statements

    author
    Feng-jie Wu
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    Hui-Zeng Zhang
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    publication date
    30 June 2014
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    zbMATH Keywords
    discrete-time risk model
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    ruin probability
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    Lundberg upper bound
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    order-2 autoregressive model
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    62M10
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    zbMATH DE Number
    6311674
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