Approximations of the ultimate ruin probability in the classical risk model using the Banach's fixed-point theorem and the continuity of the ruin probability

DOI10.14736/kyb-2022-2-0254OpenAlexW4288697582WikidataQ113743115 ScholiaQ113743115MaRDI QIDQ5867196

Jaime Martínez Sánchez, Fernando Baltazar-Larios

Publication date: 12 September 2022

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14736/kyb-2022-2-0254

zbMATH Keywords

classical risk modelBanach's fixed-point theoremultimate ruin probabilityprobabilistic metriccontinuity of ruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

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