Probabilities of ruin when the safety loading tends to zero

Advances in Applied Probability

Volumn 32, Issue 3, 2000, Pages 885-923

  Malinovskii, Vsevolod K ^a  

^a STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

Author keywords

Andersen's risk model; Approximations; Capital dependent; Ruin theory; Safety loadings

Indexed keywords

EID: 0142046291     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800010302     Document Type: Article

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