Ruin problems in risk models with dependent rates of interest (Q997240): Difference between revisions

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+https://doi.org/10.1016/j.spl.2006.11.013
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+W2047303363
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+Ruin probabilities with dependent rates of interest
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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