Ruin probabilities with compounding assets

DOI10.1016/S0167-6687(99)00017-7zbMath1028.91555WikidataQ127248916 ScholiaQ127248916MaRDI QIDQ1962816

David C. M. Dickson, Howard R. Waters

Publication date: 31 January 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00017-7

zbMATH Keywords

recursive calculation; constant force of interest; finite time ruin; recovery from ruin; ultimate ruin

Mathematics Subject Classification ID

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Cites Work

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