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Home
Minerva Access
Business & Economics
Economics
Economics - Research Publications
Economics - Research Publications
Permanent URI for this collection
http://hdl.handle.net/11343/417
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2003
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Dickson, David
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Lundberg's inequality
adjustment coefficient
martingale
compound Poisson model
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force of interest
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End date: 2009
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Start date: 2003
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Type: Journal Article
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Subject: Lundberg's inequality
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Subject: adjustment coefficient
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Subject: martingale
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Item
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
CAI, J
;
DICKSON, DCM
(
2003
)
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