Finite and infinite time ruin probabilities in a stochastic economic environment

Stochastic Processes and their Applications

Volumn 92, Issue 2, 2001, Pages 265-285

  Nyrhinen, Harri ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Insurance mathematics; Large deviations theory; Level crossing probability; Primary 60G40; Ruin problem; Secondary 60F10; Stochastic discounting

Indexed keywords

EID: 0041591618     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00083-1     Document Type: Article

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