On a Risk Model With Delayed Claims Under Stochastic Interest Rates (Q2792305)
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scientific article; zbMATH DE number 6552236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Risk Model With Delayed Claims Under Stochastic Interest Rates |
scientific article; zbMATH DE number 6552236 |
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On a Risk Model With Delayed Claims Under Stochastic Interest Rates (English)
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8 March 2016
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compound binomial model
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delayed claim
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Gerber-Shiu discounted penalty function
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stochastic interest rate
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Markov chain
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