Recursive calculation of finite time ruin probabilities under interest force. (Q1423349): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.008 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2060249914 / rank | |||
Normal rank |
Revision as of 14:19, 19 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