A discrete-time risk model with stochastic rate

zbMATH Open1174.91510MaRDI QIDQ5456244FDOQ5456244

Authors: Cuilian Wang, Xiao Liu 

Publication date: 4 April 2008

Recommendations

• On the ruin probability in a discrete time risk model with stochastic rates of interest
• On the ruin probability in the discrete risk model with stochastic interest rate
• Ruin problems for the discrete time risk model under stochastic rates of interest
• DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
• Ruin problems for a discrete time risk model with random interest rate

zbMATH Keywords

ruin probability

Mathematics Subject Classification ID

Cited In (2)

• Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times
• Diszkrét kockázati modell általános befizetési ráta mellett

This page was built for publication: A discrete-time risk model with stochastic rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5456244)