DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST

DOI10.1017/S0269964802163030zbMath1031.91057OpenAlexW2138826199MaRDI QIDQ4784308

Jun Cai

Publication date: 27 February 2004

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964802163030

zbMATH Keywords

martingalesruin probabilitystochastic inequalitiesrate of interestrenewal recursive technique

Mathematics Subject Classification ID

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