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- W2348727354 abstract "In order to study the effects of the factors like interest rate on the ruin probability,we establish a MA(1) stochastic interest model.Recursive and integral equations for its finite and ultimate time ruin probabilities are given,and upper bounds for ultimate time ruin probabilities are obtained by inductive and martingale approaches.Numerical simulation for ruin probabilities and the results generalize the corresponding result of the classical risk model." @default.
- W2348727354 created "2016-06-24" @default.
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- W2348727354 date "2012-01-01" @default.
- W2348727354 modified "2023-09-28" @default.
- W2348727354 title "Ruin Probability in MA(1) Stochastic Interest Rate Model" @default.
- W2348727354 hasPublicationYear "2012" @default.
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