On the ruin probability in a discrete time risk model with stochastic rates of interest (Q3054774)
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scientific article; zbMATH DE number 5812685
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| English | On the ruin probability in a discrete time risk model with stochastic rates of interest |
scientific article; zbMATH DE number 5812685 |
Statements
5 November 2010
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risk model
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stochastic interest rate
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transition probability
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ruin probability
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0.9375446438789368
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0.9271230697631836
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0.9256051778793336
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0.9171626567840576
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0.9034531712532043
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