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Volumn 27, Issue 1, 2000, Pages 145-149

Ruin under interest force and subexponential claims: A simple treatment

Author keywords

Interest force; Risk model; Ruin probability; Subexponential distribution

Indexed keywords


EID: 0001093081     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00045-7     Document Type: Article
Times cited : (62)

References (5)
  • 1
    • 0032221191 scopus 로고    scopus 로고
    • Subexpontential asymptotics for stochastic processes: Extremal behavior, stationary distribution and first passage probabilities.
    • Asmussen S. Subexpontential asymptotics for stochastic processes: extremal behavior, stationary distribution and first passage probabilities. The Annals of Applied Probability. 8:1998;354-374.
    • (1998) The Annals of Applied Probability , vol.8 , pp. 354-374
    • Asmussen, S.1
  • 3
    • 85023942395 scopus 로고    scopus 로고
    • Ruin probabilities in the presence of heavy-tails and interest rates.
    • Klüppelberg C., Stadtmüller U. Ruin probabilities in the presence of heavy-tails and interest rates. Scandinavian Actuarial Journal. 1:1998;49-58.
    • (1998) Scandinavian Actuarial Journal , vol.1 , pp. 49-58
    • Klüppelberg, C.1    Stadtmüller, U.2
  • 5
    • 0031116317 scopus 로고    scopus 로고
    • The adjustment function in ruin estimates under interest force.
    • Sundt B., Teugels J.L. The adjustment function in ruin estimates under interest force. Insurance: Mathematics and Economics. 19:1997;85-94.
    • (1997) Insurance: Mathematics and Economics , vol.19 , pp. 85-94
    • Sundt, B.1    Teugels, J.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.