Recursive calculation of finite time ruin probabilities under interest force. (Q1423349)
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scientific article; zbMATH DE number 2041765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive calculation of finite time ruin probabilities under interest force. |
scientific article; zbMATH DE number 2041765 |
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Recursive calculation of finite time ruin probabilities under interest force. (English)
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14 February 2004
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Ruin probability
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Interest rate
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Numerical algorithms
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