Asymptotic analysis of the ruin with stationary stable steps generated by dissipative flows

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2007, Iss.3, 2007-01, pp. : 180-201

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

The deficit at ruin in the stationary renewal risk model

By Gordon Willmot

Scandinavian Actuarial Journal, Vol. 2004, Iss. 4, 2004-07 ,pp. : 241-255

Taylor & Francis Ltd

Access to resources Recommend Favorite

Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

By Qihe Tang

Scandinavian Actuarial Journal, Vol. 2005, Iss. 1, 2005-01 ,pp. : 1-5

Taylor & Francis Ltd

Access to resources Recommend Favorite

Asymptotic analysis for optimal investment and consumption with transaction costs

By Janeček Karel

Finance and Stochastics, Vol. 8, Iss. 2, 2004-05 ,pp. : 181-206

Springer Publishing Company

Access to resources Recommend Favorite

Continuity Estimates for Ruin Probabilities

By Enikeeva F. Kalashnikov V. Rusaityte D.

Scandinavian Actuarial Journal, Vol. 2001, Iss. 1, 2001-03 ,pp. : 18-39

Taylor & Francis Ltd

Access to resources Recommend Favorite

Continuity Estimates for Ruin Probabilities

By Enikeeva F. Kalashnikov V. Rusaityte D.

Scandinavian Actuarial Journal, Vol. 101, Iss. 1, 2001-03 ,pp. : 18-39

Taylor & Francis Ltd

Access to resources Recommend Favorite