Qualitative properties of risk models under stochastic interest force (Q1781721)
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scientific article; zbMATH DE number 2183336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Qualitative properties of risk models under stochastic interest force |
scientific article; zbMATH DE number 2183336 |
Statements
Qualitative properties of risk models under stochastic interest force (English)
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28 June 2005
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This paper develops classical results devoted to the behavior of the ruin probability under conditions of a permanent inflation and a constant interest force and gives a generalization of the Lindley chain, which was used in the risk model without interest force.
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ruin probability
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Lindley chain
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0.8864759
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0.8797576
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0.8791661
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0.8685102
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0.86523354
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0.8652323
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