Equation for survival probability in a finite time interval in case of non-zero real interest force-Reference-Cited by-同舟云学术

Equation for survival probability in a finite time interval in case of non-zero real interest force

Published:1998-12 Issue:3 Volume:23 Page:287-295
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pervozvansky A.A.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference7 articles.

1. Collective Risk Theory;Cramer,1955

2. Classical risk theory in an economic environment;Delbaen;Insurance: Mathematics and Economics,1987

3. An Introduction to Mathematical Risk Theory;Gerber,1979

4. U¨ber die Theory der Ru¨ckversicherung;Lundberg,1909

5. Numerical calculation of the probability of ruin in the Poisson/exponential case;Seal;Mitteilungen der Vereinigung Schweizerischer Verscicherungsmathematiker,1972

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