Recursive calculation of finite time ruin probabilities under interest force.
type: Item
instance of: scholarly article
title: Recursive calculation of finite time ruin probabilities under interest force.
zbMATH Open document ID: 1103.60314
author: Rui M. R. Cardoso
author: Howard R. Waters
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2041765
zbMATH Keywords: Ruin probability
zbMATH Keywords: Interest rate
zbMATH Keywords: Numerical algorithms
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.09.008
OpenAlex ID: W2060249914
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cites work: Ruin estimates under interest force
DOI: 10.1016/J.INSMATHECO.2003.09.008
description: scientific article; zbMATH DE number 2041765