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Ruin estimates under interest force

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  • Sundt, Bjorn
  • Teugels, Jozef L.

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  • Sundt, Bjorn & Teugels, Jozef L., 1995. "Ruin estimates under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 7-22, April.
    • Handle: RePEc:eee:insuma:v:16:y:1995:i:1:p:7-22
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    References listed on IDEAS

    as
    1. Teugels, J. L. & Willmot, G., 1987. "Approximations for stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 6(3), pages 195-202, July.
    2. Delbaen, F. & Haezendonck, J., 1987. "Classical risk theory in an economic environment," Insurance: Mathematics and Economics, Elsevier, vol. 6(2), pages 85-116, April.
    3. Boogaert, P. & Haezendonck, J. & Delbaen, F., 1988. "Limit theorems for the present value of the surplus of an insurance portfolio," Insurance: Mathematics and Economics, Elsevier, vol. 7(2), pages 131-138, April.
    4. Harrison, J. Michael, 1977. "Ruin problems with compounding assets," Stochastic Processes and their Applications, Elsevier, vol. 5(1), pages 67-79, February.
    5. Teugels, Jozef L., 1985. "Approximation and estimation of some compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 143-153, July.
    6. Boogaert, P. & Crijns, V., 1987. "Upperbounds on ruin probabilities in case of negative loadings and positive interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 6(3), pages 221-232, July.
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