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Centre for Actuarial Studies
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Upper bounds for ultimate ruin probabilities in the Sparre Anderson model with interest
Cai, Jun
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contributor
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Dickson, David C. M.
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contributor
)
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2002
Persistent link: https://www.econbiz.de/10001684466
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Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G.
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contributor
); …
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2001
Persistent link: https://www.econbiz.de/10001642348
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3
Continuous compounding, volatility and the equity premium
FitzHerbert, Richard M.
(
contributor
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2002
Persistent link: https://www.econbiz.de/10001684469
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4
Initial capital and margins required to secure a Japanese life insurance policy portfolio under variable interest rates
Sato, Manabu
(
contributor
);
Dickson, David C. M.
(
contributor
)
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2002
Persistent link: https://www.econbiz.de/10001731057
Saved in:
5
Stochastic control of funding systems
Taylor, Greg
(
contributor
)
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2000
Persistent link: https://www.econbiz.de/10001585619
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