Ruin probabilities for risk models with constant interest

DOI10.1007/S11253-020-01736-7zbMath1505.91336OpenAlexW3017925117MaRDI QIDQ2100678

Yanyan Li

Publication date: 24 November 2022

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-020-01736-7

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Actuarial mathematics (91G05)

Cites Work

• Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
• Ruin estimates under interest force
• Ruin probabilities with a Markov chain interest model
• MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE
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