Discrete time risk models under rates of interest

Probability in the Engineering and Informational Sciences

Volumn 16, Issue 3, 2002, Pages 309-324

  Cai, Jun ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

DISCRETE TIME RISK MODEL; RECURSIVE TECHNIQUES; RISK MODEL; RUIN PROBABILITY; UPPER BOUND;

RISK ASSESSMENT;

EID: 0035993469     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964802163030     Document Type: Article

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