The win-first probability under interest force (Q817279)

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The win-first probability under interest force
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    title
    The win-first probability under interest force (English)
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    author
    Didier Rullière
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    Stéphane Loisel
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    publication date
    8 March 2006
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    Mathematics Subject Classification ID
    60H30
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    60H10
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    91B30
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    zbMATH DE Number
    5009861
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    zbMATH Keywords
    ruin probability
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    hazard rate
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    upper absorbing barrier
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    constant interest force
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    risk-return indicator
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    win-first probability
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    OpenAlex ID
    W1993038375
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