On real growth and run-off companies in insurance ruin theory

DOI10.1017/APR.2016.33zbMath1350.91012arXiv1511.01763OpenAlexW2963464821MaRDI QIDQ2830886

Harri Nyrhinen

Publication date: 1 November 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01763

zbMATH Keywords

inflationlarge deviationruin probabilityinvestmentcompound distributionreal growthrun-off company

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

Interplay of subexponential and dependent insurance and financial risks ⋮ Interplay of insurance and financial risks in a stochastic environment

This page was built for publication: On real growth and run-off companies in insurance ruin theory