Ruin probabilities with random rates of interest (Q3415571): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11741-006-0116-4 / rank | |||
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| Property / OpenAlex ID: W1991012150 / rank | |||
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| Property / cites work: Probability of ruin with variable premium rate in a Markovian environment / rank | |||
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| Property / cites work: Ruin probabilities with dependent rates of interest / rank | |||
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| Property / cites work: Ruin theory with compounding assets -- a survey / rank | |||
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| Property / cites work | |||
| Property / cites work: Ruin theory with risk proportional to the free reserve and securitization / rank | |||
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Latest revision as of 11:41, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities with random rates of interest |
scientific article |
Statements
Ruin probabilities with random rates of interest (English)
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19 January 2007
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ruin theory
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credit risk
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currency risk
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deviating arguments
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random rates of interest
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