Abstract in Chinese | 第1-7页 |
Abstract in English | 第7-8页 |
Chapter 1 Introduction | 第8-11页 |
Chapter 2 Moving average models with constant interest rate | 第11-22页 |
·Moving average model 1 and exponential bounds | 第11-16页 |
·Moving average model 2 and exponential bounds | 第16-22页 |
Chapter 3 Autoregressive moving-average models with dependent interest rate | 第22-34页 |
·Models and notations | 第22-24页 |
·Integral equations for ruin probabilities | 第24-26页 |
·Probability inequalities for ruin probabilities | 第26-29页 |
·Comparision between upper bounds | 第29-31页 |
·Numerical examples | 第31-34页 |
Reference | 第34-36页 |