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scientific article; zbMATH DE number 5274455
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scientific article; zbMATH DE number 5274455

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    author
    Rong-Ming Wang
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    Xianyi Wu
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    publication date
    14 May 2008
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    Mathematics Subject Classification ID
    60K10
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    60K05
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    91B28
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    zbMATH DE Number
    5274455
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    zbMATH Keywords
    discrete time risk model
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    random interest rate
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    annuity-due risk model
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    duration of negative surplus
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