Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate

E-ISSN： 1532-415X|44|4|810-822

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.44, Iss.4, 2015-02, pp. : 810-822

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Nonparametric statistical analysis of an upper bound of the ruin probability under large claims

By Conti Pier Masiello Esterina

Extremes, Vol. 13, Iss. 4, 2010-12 ,pp. : 439-461

Springer Publishing Company

Access to resources Recommend Favorite

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

By Yang Yang

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 10-12, 2014-05 ,pp. : 2094-2104

Taylor & Francis Ltd

Access to resources Recommend Favorite

Ruin Theory in a Hidden Markov-Modulated Risk Model

By Elliott Robert J.

Stochastic Models, Vol. 27, Iss. 3, 2011-07 ,pp. : 474-489

Taylor & Francis Ltd

Access to resources Recommend Favorite

Ruin Probabilities of a Dual Markov-Modulated Risk Model

By Zhu Jinxia Yang Hailiang

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 20, 2008-12 ,pp. : 3298-3307

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails

By Wei Jiaqin Wang Rongming Yao Dingjun

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 15, 2008-09 ,pp. : 2331-2341

Taylor & Francis Ltd

Access to resources Recommend Favorite