Approximating the Finite-Time Ruin Probability under Interest Force

Ruud Brekelmans and Anja De Waegenaere ()

No 2000-111, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: interest rate; probability (search for similar items in EconPapers)
Date: 2000
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Journal Article: Approximating the finite-time ruin probability under interest force (2001)
Working Paper: Approximating the Finite-Time Ruin Probability under Interest Force (2000)
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