UPPERBOUNDS ON RUIN PROBABILITIES IN CASE OF NEGATIVE LOADINGS AND POSITIVE INTEREST-RATES

被引:7
作者
BOOGAERT, P [1 ]
CRIJNS, V [1 ]
机构
[1] UNIV ANTWERP,UNIV FAC ST IGNATIUS ANTWERP,B-2000 ANTWERP,BELGIUM
关键词
D O I
10.1016/0167-6687(87)90016-3
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:221 / 232
页数:12
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