The win-first probability under interest force
type: Item
instance of: scholarly article
title: The win-first probability under interest force
zbMATH Open document ID: 1129.60314
author: Didier Rullière
author: Stéphane Loisel
published in: Insurance Mathematics \& Economics
publication date: 2006-03-08T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5009861
zbMATH Keywords: ruin probability
zbMATH Keywords: hazard rate
zbMATH Keywords: upper absorbing barrier
zbMATH Keywords: constant interest force
zbMATH Keywords: risk-return indicator
zbMATH Keywords: win-first probability
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.06.004
OpenAlex ID: W1993038375
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cites work: Q5781688
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DOI: 10.1016/J.INSMATHECO.2005.06.004
description: scientific article; zbMATH DE number 5009861