Two-sided bounds for ruin probability under constant interest force

DOI10.1023/B:JOTH.0000036323.99101.24zbMath1065.91036OpenAlexW1589639515MaRDI QIDQ1781720

G. Sh. Tsitsiashvili, Qi-he Tang, Dimitrios G. Konstantinides

Publication date: 28 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000036323.99101.24

zbMATH Keywords

classical risk model

Mathematics Subject Classification ID

Related Items (1)

On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market

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