Stability bounds for ruin probabilities in a Markov modulated risk model with investments

Deimante Rusaityte

Cite this

@techreport{fcded45074c611dbbee902004c4f4f50,

title = "Stability bounds for ruin probabilities in a Markov modulated risk model with investments",

author = "Deimante Rusaityte",

year = "2002",

language = "English",

isbn = "87-7834-5804-9",

pages = "1--35",

publisher = "<Forlag uden navn>",

type = "WorkingPaper",

institution = "<Forlag uden navn>",

}