Risk processes with random interest rates

DOI10.1023/A:1009489125278zbMath1009.62590OpenAlexW1551252338MaRDI QIDQ5942035

O. I. Pavlenko

Publication date: 23 April 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009489125278

zbMATH Keywords

Markov chainscapital valuelife insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Mixed Poisson process with Pareto mixing variable and its risk applications ⋮ Risk process approximation with mixing

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