Recursive calculation of finite time ruin probabilities under interest force. (Q1423349): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursive calculation of finite time ruin probabilities under interest force. |
scientific article |
Statements
Recursive calculation of finite time ruin probabilities under interest force. (English)
0 references
14 February 2004
0 references
Ruin probability
0 references
Interest rate
0 references
Numerical algorithms
0 references