On the Renewal Risk Model with Constant Interest Force
In this paper, we consider a renewal risk model with constant interest force for an insurance portfolio. We discuss equations for the survival probability and its Laplace-Stieltjes transforms have been obtained. We provide recursive algorithm for the upper and lower bounds for the ruin/survival prob...
| Published in: | Journal of Risk Analysis and Crisis Response (JRACR) |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Society for Risk Analysis - China
2013-08-01
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| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/9042.pdf |