Ruin Probabilities in Generalized Risk Process with a Marko Chain Interest Model

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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書目詳細資料
主要作者:	Nguyen, Thi Hien
格式:	Article
語言:	English
出版:	H. : ĐHQGHN 2017
主題:	Discrete time risk model Time of ruin Ruin probability Recursive eqution Rate of interest
在線閱讀:	http://repository.vnu.edu.vn/handle/VNU_123/56242
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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