Ruin problems for a discrete time risk model with random interest rate (Q883070)

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Ruin problems for a discrete time risk model with random interest rate
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    Ruin problems for a discrete time risk model with random interest rate (English)
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    31 May 2007
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    Martingale
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    Interest income
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    Convergence of the discounted surplus process
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    New better than used distribution
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    New worse than used distribution
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    Recursive formula
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