Ruin probabilities with a Markov chain interest model
| Year of publication: |
2004
|
|---|---|
| Authors: | Cai, Jun ; Dickson, David C.M. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 3, p. 513-525
|
| Publisher: |
Elsevier |