Ruin probabilities for discrete time risk models with stochastic rates of interest
暂无分享,去创建一个
[1] Jun Cai,et al. Ruin probabilities with dependent rates of interest , 2002, Journal of Applied Probability.
[2] H. Nyrhinen,et al. On the ruin probabilities in a general economic environment , 1999 .
[3] T. Rolski. Stochastic Processes for Insurance and Finance , 1999 .
[4] Hailiang Yang,et al. Non-exponential Bounds for Ruin Probability with Interest Effect Included , 1999 .
[5] Gordon E. Willmot,et al. Lundberg approximations for compound distributions with insurance applications , 2001 .
[6] Tomasz Rolski,et al. Stochastic Processes for Insurance and Finance , 2001 .