Journal article

Ruin probabilities with a Markov chain interest model

J Cai, DCM Dickson

Insurance: Mathematics & Economics | ELSEVIER SCIENCE BV | Published : 2004

DOI: 10.1016/j.insmatheco.2004.06.004

University of Melbourne Researchers

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Keywords

Rates
Risk
Rate of Interest
Heavy-Tailed Distribution
Economic-Environment
Economics
Business & Economics
Social Sciences, Mathematical Methods
Mathematics
Ruin Probability
Physical Sciences
Finite
Lundberg'S Inequality
Statistics & Probability
Social Sciences
Mathematics, Interdisciplinary Applications
Discrete Time Risk Process
Markov Chain
Science & Technology
Regularly Varying Tail
Mathematical Methods in Social Sciences