Macro-economic version of a classical formula in risk theory
From MaRDI portal
Publication:751149
DOI10.1016/0167-6687(90)90028-CzbMath0714.62098MaRDI QIDQ751149
P. Boogaert, Anja De Waegenaere
Publication date: 1990
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
inflation; interest; cumulative distribution; risk processes; discounting factor; extension of Panjer's recursive formula; handling delay; liability process; payment delay
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Approximating the finite-time ruin probability under interest force, Recursive calculation of finite time ruin probabilities under interest force.
Cites Work