Upper bounds for ruin probabilities under model uncertainty
Author:
Affiliation:
1. School of Statistics, Qufu Normal University, Qufu, Shandong, China
Funder
China Postdoctoral Science Foundation
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1491991
Reference22 articles.
1. Ruin Probabilities
2. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
3. Measuring the effects of reinsurance by the adjustment coefficient
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