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General bounds on ruin probabilities

✍ Scribed by R. Kaas; M.J. Goovaerts


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
198 KB
Volume
5
Category
Article
ISSN
0167-6687

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Upper bounds for ruin probabilities in t
✍ Dingjun Yao; Rongming Wang πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 104 KB

## Abstract In this article, we consider two discrete‐time risk models, in which dependent structures of the payments and the interest force are considered. Two autoregressive moving‐average (ARMA) models are introduced to model the premiums and rates of interest, and the claims are assumed to be i