Ruin problems for a discrete time risk model with random interest rate
Hailiang Yang; Lihong Zhang
| Year of publication: |
2006
|
|---|---|
| Authors: | Yang, Hailiang ; Zhang, Lihong |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 63.2006, 2, p. 287-299
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| Subject: | Zinstheorie | Theory of interest | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003334096