Title of article
Ruin theory with compounding assets — a survey
Author/Authors
Paulsen، نويسنده , , Jostein، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
14
From page
3
To page
16
Abstract
The paper discusses existing results in ruin theory when assets earn interest. Both analytical and numerical approaches are considered, with main emphasis on recent publications.
Keywords
Compounded risk process , Probability of absolute ruin , Exact results , upper bounds , Asymptotic results , Numerical methods , Diffusion approximation , Probability of ruin , SIMULATION
Journal title
Insurance Mathematics and Economics
Serial Year
1998
Journal title
Insurance Mathematics and Economics
Record number
1541835
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