Qualitative properties of risk models under stochastic interest force

DOI10.1023/B:JOTH.0000036324.00407.45zbMATH Open1071.91026OpenAlexW2108469014MaRDI QIDQ1781721

G. Sh. Tsitsiashvili

Publication date: 28 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000036324.00407.45

zbMATH Keywords

ruin probabilityLindley chain

Mathematics Subject Classification ID

Special processes (60K99)

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