Equation for survival probability in a finite time interval in case of non-zero real interest force
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Publication:1282146
DOI10.1016/S0167-6687(98)00050-XzbMath0961.91023MaRDI QIDQ1282146
Publication date: 12 October 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
collective risk modelfinite time intervalclassical risk theoryreal interest forceruin and survival probabilities
Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-partial differential equations (45K05)
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