Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums

DOI10.1023/A:1012531409339zbMath1062.91564MaRDI QIDQ1779944

E. V. Glukhova, E. V. Kapustin

Publication date: 2 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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