Title of article :
Ruin theory with compounding assets — a survey
Author/Authors :
Paulsen، نويسنده , , Jostein، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
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
Journal title :
Insurance Mathematics and Economics
