Ruin Probabilities in Generalized Risk Process with a Marko Chain Interest Model
This paper deals with ruin probabilities in generalized discrete time risk process with Markov chain interest model. After, recursive and integral equations for the ruin probabilities are given. When interest rates can be negative and loss distribution have regularly varying tails, the paper built a...
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| 格式: | Article |
| 語言: | English |
| 出版: |
H. : ĐHQGHN
2017
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| 主題: | |
| 在線閱讀: | http://repository.vnu.edu.vn/handle/VNU_123/56242 |
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| 機構: | Vietnam National University, Hanoi |
| 語言: | English |