Ruin problems under feedback model with random interest

zbMATH Open1184.91108MaRDI QIDQ5487074FDOQ5487074

Authors: Gary K. C. Chan, Hailiang Yang 

Publication date: 18 September 2006

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zbMATH Keywords

DFR distributionfeedback insurance risk modelsnon-exponential boundsrandom interest incomerecursive and integral equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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