Ruin probability under compound Poisson models with random discount factor

Probability in the Engineering and Informational Sciences

Volumn 18, Issue 1, 2004, Pages 55-70

  Ng, Kai W ^a   Yang, Hailiang ^a   Zhang, Lihong ^b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

COMPOUND POISSON; CONVERGENCE RESULTS; DISCOUNT FACTORS; INSURANCE RISK MODEL; POISSON MODEL; RUIN PROBABILITY; STOCHASTIC ANALYSIS; UPPER BOUND;

RISK ASSESSMENT;

EID: 0842285876     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964804181047     Document Type: Article

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