International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
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Volume 77 - Issue 4 |
Published: September 2013 |
Authors: R. Manimaran |
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R. Manimaran . Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment. International Journal of Computer Applications. 77, 4 (September 2013), 8-12. DOI=10.5120/13380-0999
@article{ 10.5120/13380-0999, author = { R. Manimaran }, title = { Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment }, journal = { International Journal of Computer Applications }, year = { 2013 }, volume = { 77 }, number = { 4 }, pages = { 8-12 }, doi = { 10.5120/13380-0999 }, publisher = { Foundation of Computer Science (FCS), NY, USA } }
%0 Journal Article %D 2013 %A R. Manimaran %T Infinite Time Exact Ruin Probabilities in a Stochastic Economic Environment%T %J International Journal of Computer Applications %V 77 %N 4 %P 8-12 %R 10.5120/13380-0999 %I Foundation of Computer Science (FCS), NY, USA
This article investigates the infinite-time ruin probabilities in a discrete-time stochastic economic environment platform under the assumption that the insurance risk-the total net loss within one time period is absolute-repeatedly-varying or suddenly-varying tailed, a different accurate estimates for the ruin probabilities are derived. In particular, some estimates found are standardized with respect to the time horizon, and so utilize in the case of infinite-time ruin.