Risk processes with random interest rates

DOI10.1023/A:1009489125278MaRDI QIDQ5942035zbMATH OpenOpenAlexFDO

Authors 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

capital valuelife insuranceMarkov chains

Mathematics Subject Classification ID

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

Cited in

(2)

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

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