Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment

Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment

This article investigates the infinite-time ruin probabilities in a discrete-time stochastic economic environment platform under the assumption that the insurance risk-the total net loss within one time period is absolute-repeatedly-varying or suddenly-varying tailed, a different accurate estimates...

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Veröffentlicht in:International journal of computer applications 2013-01, Vol.77 (4), p.8-12
1. Verfasser: Manimaran, R
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Sprache:eng
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Ecological risk assessment
Economics
Estimates
Insurance
Platforms
Stochasticity
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description This article investigates the infinite-time ruin probabilities in a discrete-time stochastic economic environment platform under the assumption that the insurance risk-the total net loss within one time period is absolute-repeatedly-varying or suddenly-varying tailed, a different accurate estimates for the ruin probabilities are derived. In particular, some estimates found are standardized with respect to the time horizon, and so utilize in the case of infinite-time ruin.
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subjects Ecological risk assessment
Economics
Estimates
Insurance
Platforms
Stochasticity
title Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment
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