✦ LIBER ✦

The Finite-time Ruin Probability for the Jump-Diffusion Model with Constant Interest Force

✍ Scribed by Tao Jiang; Hai-feng Yan

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2006
Tongue: English
Weight: 128 KB
Volume: 22
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-005-0295-y

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The ruin probability of the renewal mode

✍ Xin Mei Shen; Zheng Yan Lin 📂 Article 📅 2010 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 231 KB

Approximation for Ruin Probability in th

✍ Ji-yang Tan; Xiang-qun Yang 📂 Article 📅 2006 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 181 KB

Asymptotic ruin probabilities of the ren

✍ Jin-zhu Li; Rong Wu 📂 Article 📅 2011 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 222 KB

Asymptotic estimates for the probability

✍ Noël Veraverbeke 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 365 KB

On the short-time behavior of the implie

✍ Elisa Alòs; Jorge A. León; Josep Vives 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 449 KB