Macro-economic version of a classical formula in risk theory

DOI10.1016/0167-6687(90)90028-CzbMath0714.62098MaRDI QIDQ751149

P. Boogaert, Anja De Waegenaere

Publication date: 1990

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

zbMATH Keywords

inflationinterestcumulative distributionrisk processesdiscounting factorextension of Panjer's recursive formulahandling delayliability processpayment delay

Mathematics Subject Classification ID

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

Related Items (2)

Recursive calculation of finite time ruin probabilities under interest force. ⋮ Approximating the finite-time ruin probability under interest force

Cites Work

• Unnamed Item
• Delay in claim settlement
• Classical risk theory in an economic environment
• The Deferred Approach to the Limit for Eigenvalues of Integral Equations

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