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Ruin probabilities with random rates of interest

✍ Scribed by Han-xing Wang; Ai-hua Wan


Book ID
107482426
Publisher
Chinese Electronic Periodical Services
Year
2006
Tongue
English
Weight
259 KB
Volume
10
Category
Article
ISSN
1007-6417

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πŸ“œ SIMILAR VOLUMES


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