A discrete-time risk model with stochastic rate

zbMATH Open1174.91510MaRDI QIDQ5456244FDOQ5456244

Cuilian Wang, Xiao Liu

Publication date: 4 April 2008

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

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