Skip to main content
Log in

A Discussion on “Problems of Ruin and Survival in Economics: Applications of Limit Theorems in Probability” by R. Bhattacharya et al

  • Published:
Sankhya B Aims and scope Submit manuscript

A Reply to this article was published on 11 October 2013

The Original Article was published on 06 July 2013

Abstract

This is a discussion on the paper: Problems of ruin and survival in economics: applications of limit theorems in probability, by Bhattacharya et al. Sankhya Ser. B, Vol. 76. In particular, we indicate some connections with actuarial risk theory.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Asmussenm, S. and Albrecher, H. (2010). Ruin Probabilities, second edition. World Scientific, Singapore.

    Google Scholar 

  • Bhattacharya, R.N., Majumdar, M. and Lin, L. (2013). Problems of ruin and survival in economics: limit theorems in probability. Sankhya, Ser. B, 76, 145–180.

    Article  MathSciNet  Google Scholar 

  • Embrechts, P., Kluppelberg, C. and Mikosch, T. (1997). Modelling Extreme Events for Insurance and Finance. Springer, Berlin.

    Book  Google Scholar 

  • Prabhu, N.U. (1961). On the ruin problem of collective risk theory. Ann. Math. Statist., 32, 757–764.

    Article  MathSciNet  MATH  Google Scholar 

  • Ramasubramanian, S. (2009). Lectures on Insurance Models. Hindustan Book Agency, New Delhi.

    MATH  Google Scholar 

  • Rolski, T., Schmidli, H., Schmidt, V. and Teugels, J.L. (1999). Stochastic Processes for Insurance and Finance. Wiley, Chichester.

    Book  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to S. Ramasubramanian.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ramasubramanian, S. A Discussion on “Problems of Ruin and Survival in Economics: Applications of Limit Theorems in Probability” by R. Bhattacharya et al. Sankhya B 75, 184–189 (2013). https://doi.org/10.1007/s13571-013-0071-6

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13571-013-0071-6

Keywords and phrases

AMS (2000) subject classification

Navigation