Ruin problems for a discrete time risk model with random interest rate (Q883070)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Ruin problems for a discrete time risk model with random interest rate
scientific article

    Statements

    Ruin problems for a discrete time risk model with random interest rate (English)
    0 references
    0 references
    0 references
    31 May 2007
    0 references
    Martingale
    0 references
    Interest income
    0 references
    Convergence of the discounted surplus process
    0 references
    New better than used distribution
    0 references
    New worse than used distribution
    0 references
    Recursive formula
    0 references

    Identifiers