Ruin problems for a discrete time risk model with random interest rate (Q883070)
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scientific article; zbMATH DE number 5159736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems for a discrete time risk model with random interest rate |
scientific article; zbMATH DE number 5159736 |
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Ruin problems for a discrete time risk model with random interest rate (English)
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31 May 2007
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Martingale
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Interest income
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Convergence of the discounted surplus process
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New better than used distribution
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New worse than used distribution
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Recursive formula
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