Equation for survival probability in a finite time interval in case of non-zero real interest force

DOI10.1016/S0167-6687(98)00050-XzbMath0961.91023MaRDI QIDQ1282146

A. A. jun. Pervozvansky

Publication date: 12 October 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

collective risk modelfinite time intervalclassical risk theoryreal interest forceruin and survival probabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-partial differential equations (45K05)

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Cites Work

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• Classical risk theory in an economic environment
• Ruin probabilities prepared for numerical calculation