Yang, Hailiang; Zhang, Lihong - In: Mathematical Methods of Operations Research 63 (2006) 2, pp. 287-299
In this paper, we study a discrete time risk model with random interest rate. The convergence of the discounted surplus process is proved by using martingale techniques, an expression of ruin probability is obtained, and bounds for ruin probability are included. In the second part of the paper,...
