Ruin probabilities for discrete time risk models with stochastic rates of interest (Q2483443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for discrete time risk models with stochastic rates of interest |
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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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