Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
Work
Year: 2008
Type: article
Source: Statistics & Probability Letters
Authors Yang Wen-quan, Yijun Hu
Institutions Jianghan University, Wuhan University
Cites: 22
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 48.34
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed