The finite-time ruin probability of the compound Poisson model with constant interest force
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Publication:3367735
DOI10.1239/jap/1127322015zbMath1132.91500OpenAlexW2142274344MaRDI QIDQ3367735
Publication date: 26 January 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1127322015
Applications of statistics to actuarial sciences and financial mathematics (62P05) Extreme value theory; extremal stochastic processes (60G70)
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