Approximating the finite-time ruin probability under interest force

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)217-229
Number of pages12
JournalInsurance: Mathematics & Economics
Volume29
Publication statusPublished - 2001

Cite this

@article{e44942b4625f4ecdab4a75214f7189b3,
title = "Approximating the finite-time ruin probability under interest force",
author = "R.C.M. Brekelmans and {De Waegenaere}, A.M.B.",
note = "DP 00111 Pagination: 12",
year = "2001",
language = "English",
volume = "29",
pages = "217--229",
journal = "Insurance: Mathematics & Economics",
issn = "0167-6687",
publisher = "Elsevier Science BV",

}

Approximating the finite-time ruin probability under interest force. / Brekelmans, R.C.M.; De Waegenaere, A.M.B.

In: Insurance: Mathematics & Economics, Vol. 29, 2001, p. 217-229.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Approximating the finite-time ruin probability under interest force

AU - Brekelmans, R.C.M.

AU - De Waegenaere, A.M.B.

N1 - DP 00111 Pagination: 12

PY - 2001

Y1 - 2001

M3 - Article

VL - 29

SP - 217

EP - 229

JO - Insurance: Mathematics & Economics

JF - Insurance: Mathematics & Economics

SN - 0167-6687

ER -