Recursive calculation of finite time ruin probabilities under interest force
| Year of publication: |
2003
|
|---|---|
| Authors: | Cardoso, Rui M. R. ; R. Waters, Howard |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 3, p. 659-676
|
| Publisher: |
Elsevier |