On the ruin probability in the discrete risk model with stochastic interest rate

zbMATH Open1123.91338MaRDI QIDQ3370956FDOQ3370956

Authors: Tao Jiang, Jiaqi Wang 

Publication date: 21 February 2006

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zbMATH Keywords

stochastic simulation

Mathematics Subject Classification ID

Cited In (14)

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• A discrete-time risk model with stochastic rate
• On the ruin probability in a discrete time risk model with stochastic rates of interest
• Some Ruin Problems for a Risk Process with Stochastic Interest
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
• CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE
• The generalized compound Poisson risk model with stochastic interest
• Ruin problems for a discrete time risk model with random interest rate
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• Further analysis of ruin in a discrete risk model
• Ruin probabilities for discrete time risk models with stochastic rates of interest
• The study of the discrete risk model with return on investments
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