Ruin under interest force and subexponential claims: a simple treatment.
type: Item
instance of: scholarly article
title: Ruin under interest force and subexponential claims: a simple treatment.
zbMATH Open document ID: 1056.60501
DOI: 10.1016/S0167-6687(00)00045-7
published in: Insurance Mathematics \& Economics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1525245
zbMATH Keywords: Ruin probability
zbMATH Keywords: Risk model
zbMATH Keywords: Subexponential distribution
zbMATH Keywords: Interest force
author: Vladimir Kalashnikov
author: Dimitrios G. Konstantinides
MaRDI profile type: Publication
cites work: Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
cites work: Q4343010
cites work: Ruin probabilities in the presence of heavy-tails and interest rates
cites work: Ruin estimates under interest force
cites work: The adjustment function in ruin estimates under interest force
full work available at URL: s0167-6687(00)00045-7
OpenAlex ID: W2085553648
description: scientific article; zbMATH DE number 1525245