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- W2384084685 abstract "A study of ruin probabilities in a discrete time risk model with stochastic rate is made in this paper. Some results for ruin probabilities are obtained in cash inflation and case condensation. Moreover, an iterate formula has also been proposed by which we ruin probabilities in finite time can be calculated. The results obtained generalize the classical models with constant rate." @default.
- W2384084685 created "2016-06-24" @default.
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- W2384084685 date "2004-01-01" @default.
- W2384084685 modified "2023-09-27" @default.
- W2384084685 title "On the ruin probability in the discrete risk model with stochastic interest rate" @default.
- W2384084685 hasPublicationYear "2004" @default.
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