Ruin probabilities with a Markov chain interest model

By Jun Cai, D. Dickson. 2004

70 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/33cdfbbb68246d5511f0b2233360aaef8d4580f5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Dingcheng Wang
2. Yong Zeng
3. C. Su

In Management Science and Operations Research

1. Dingcheng Wang
2. Yong Zeng
3. C. Su

In Mathematical Physics

1. Dingcheng Wang

Citations in the corpus

• Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (2005, background): “Finally, we give an example which generalizes the result of Theorem 5.1 in Cai and Dickson [ 14 ] to the class C and consider the infinite-horizon ruin probability.”