Ruin theory in a financial corporation model with credit risk. (Q1413343)
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scientific article; zbMATH DE number 2004039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory in a financial corporation model with credit risk. |
scientific article; zbMATH DE number 2004039 |
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Ruin theory in a financial corporation model with credit risk. (English)
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16 November 2003
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Credit rating
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Markov chain
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Default time
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Severity of ruin
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Recursive equation
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Volterra type integral equation system
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