Two-sided bounds for ruin probability under constant interest force
type: Item
instance of: scholarly article
title: Two-sided bounds for ruin probability under constant interest force
zbMATH Open document ID: 1065.91036
DOI: 10.1023/B:JOTH.0000036323.99101.24
author: G. Sh. Tsitsiashvili
author: Dimitrios G. Konstantinides
author: Qihe Tang
published in: Journal of Mathematical Sciences (New York)
publication date: 2005-06-28T00:00:00Z
review text: Two-sided bounds for ruin probability are given in the classical risk model under constant interest force; the main tool is a reduction to the model without interest force.
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2183335
zbMATH Keywords: classical risk model
reviewed by: George Stoica
MaRDI profile type: Publication
full work available at URL: b:joth.0000036323.99101.24
OpenAlex ID: W1589639515
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description: scientific article; zbMATH DE number 2183335