Skip navigation
Skip navigation

Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

Wang, Dingcheng


At first the paper investigates the asymptotic behavior of the finite-time ruin probability with constant interest rate and subexponentially tailed claim sizes, which extends the result recently established by Tang[14] for the classical risk model to the

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Stochastic Models
DOI: 10.1080/15326340701826898


File Description SizeFormat Image
01_Wang_Finite-Time_Ruin_Probability_2008.pdf179.34 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator