scientific article; zbMATH DE number 6102712

zbMath1282.91163MaRDI QIDQ4647697

Shanbing Yang

Publication date: 7 November 2012

Full work available at URL: http://www.pphmj.com/abstract/6091.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

upper boundrisk modelultimate ruin probabilityautoregressive structurerate of interestorder two

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Discrete-time Markov processes on general state spaces (60J05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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