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Upperbounds on ruin probabilities in case of negative loadings and positive interest rates

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  • Boogaert, P.
  • Crijns, V.

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  • 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.
    • Handle: RePEc:eee:insuma:v:6:y:1987:i:3:p:221-232
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    Cited by:

    1. Sundt, Bjorn & Teugels, Jozef L., 1995. "Ruin estimates under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 7-22, April.
    2. Paulsen, Jostein, 1998. "Ruin theory with compounding assets -- a survey," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 3-16, May.
    3. Yang, Hailiang & Zhang, Lihong, 2001. "On the distribution of surplus immediately after ruin under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 247-255, October.

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