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The finite-time ruin probability for ND claims with constant interest force
- Source :
-
Statistics & Probability Letters . Dec2008, Vol. 78 Issue 17, p3103-3109. 7p. - Publication Year :
- 2008
-
Abstract
- Abstract: This paper established a simple asymptotic formula for the finite-time ruin probability of a nonstandard compound Poisson model in which the claims are negatively dependent (ND). [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 78
- Issue :
- 17
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 34891187
- Full Text :
- https://doi.org/10.1016/j.spl.2008.05.036