scientific article
From MaRDI portal
Publication:2896605
zbMath1249.91046MaRDI QIDQ2896605
Publication date: 16 July 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
survival probabilityclassical risk modelconstant interest ratedifferentiability conditionmodel with stochastic premiums
Related Items (3)
On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market ⋮ Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums ⋮ Analytic properties of infinite-horizon survival probability in a risk model with additional funds
This page was built for publication: