Ruin probabilities for discrete time risk models with stochastic rates of interest (Q2483443)
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scientific article; zbMATH DE number 5268502
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| English | Ruin probabilities for discrete time risk models with stochastic rates of interest |
scientific article; zbMATH DE number 5268502 |
Statements
Ruin probabilities for discrete time risk models with stochastic rates of interest (English)
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28 April 2008
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discrete time risk model
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time of ruin
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(finite time or ultimate) ruin probability
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recursive equation
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heavy tailed
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rate of interest
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0.9271230697631836
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0.9105066061019896
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0.8969879746437073
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0.8962701559066772
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0.8899131417274475
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