Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate (Q2824742)
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scientific article; zbMATH DE number 6635257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate |
scientific article; zbMATH DE number 6635257 |
Statements
6 October 2016
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stochastic interest rate
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higher order autoregressive
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ruin probability
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recursive method
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bounds
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Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate (English)
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