Upper bounds for ruin probabilities under model uncertainty (Q5076913)
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scientific article; zbMATH DE number 7528171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for ruin probabilities under model uncertainty |
scientific article; zbMATH DE number 7528171 |
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Upper bounds for ruin probabilities under model uncertainty (English)
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17 May 2022
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ruin probability
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\(G\)-expectation
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\(G\)-compound Poisson process
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exponential martingale approach
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investment
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0.9324611
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0.9286239
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0.9242257
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0.92143416
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0.9211068
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0.91516006
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