Limit theorems for the present value of the surplus of an insurance portfolio
- 1 April 1988
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 7 (2) , 131-138
- https://doi.org/10.1016/0167-6687(88)90106-0
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Upperbounds on ruin probabilities in case of negative loadings and positive interest ratesInsurance: Mathematics and Economics, 1987
- Classical risk theory in an economic environmentInsurance: Mathematics and Economics, 1987
- Ruin problems with compounding assetsStochastic Processes and their Applications, 1977