On ruin probabilities in risk models with interest rate

Publisher:
Springer-Verlag Italia
Publication Type:
Chapter
Citation:
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2012, 1, pp. 245 - 253
Issue Date:
2012-01
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An explicit formula for ruin probability in a discrete time risk model with interest rare is found under the assumption that claims follow a hyperexponential distribution.
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