An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion
Year of publication: |
2010
|
---|---|
Authors: | Tsai, Cary Chi-Liang ; Lu, Yi |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 2010.2010, 3, p. 200-221
|
Saved in:
Saved in favorites
Similar items by person
-
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Liang, Xiaoqing, (2016)
-
Tsai, Cary Chi-Liang, (2010)
-
Telecommunications Externality on Migration : Evidence from Chinese Villages
Lu, Yi, (2013)
- More ...