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- W2366875926 abstract "This paper investigates the estimation of upper bound for ruin probability of a discrete time risk mode under the assumption that the rate interest is dependent upon the second autoregressive-correlation structure.By using the martingale methods,the upper bound of ruin probability is obtained.And then it compares the upper bound for ruin probability of the classical discrete risk model and of the model above.Finally,the analysis of stochastic simulation for the upper bound of ruin probability and for ruin probability are gained." @default.
- W2366875926 created "2016-06-24" @default.
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- W2366875926 date "2007-01-01" @default.
- W2366875926 modified "2023-09-23" @default.
- W2366875926 title "Analysis of Stochastic and Estimation of Upper Bound for Ruin Probability of a Risk Model" @default.
- W2366875926 hasPublicationYear "2007" @default.
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