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Two-Sided Bounds for Ruin Probability under Constant Interest Force

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Authors and Affiliations

  1. University of the Aegean, 83200, Samos, Greece

    D. G. Konstantinides

  2. University of Amsterdam, Roetersstraat 11, 1018 WB, Amsterdam, The Netherlands

    Q. H. Tang

  3. Institute of Applied Mathematics, Far Eastern Branch Russian Academy of Science, Radio 7, 699041, Vladivostok, Russia

    G. Sh. Tsitsiashvili

Authors
  1. D. G. Konstantinides
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  2. Q. H. Tang
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  3. G. Sh. Tsitsiashvili
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Konstantinides, D.G., Tang, Q.H. & Tsitsiashvili, G.S. Two-Sided Bounds for Ruin Probability under Constant Interest Force. Journal of Mathematical Sciences 123, 3824–3833 (2004). https://doi.org/10.1023/B:JOTH.0000036323.99101.24

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  • DOI: https://doi.org/10.1023/B:JOTH.0000036323.99101.24

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