Ruin probabilities for risk models with constant interest
UDC 519.21 We consider continuous-time risk models with $m$-dependent claim sizes and constant interest rate. Under some special conditions, we obtain the upper bound for the infinite-time ruin probability. Our approach is based on the martingale methods.
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| Datum: | 2026 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2026
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1525 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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