DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
2002 ◽
Vol 16
(3)
◽
pp. 309-324
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Two discrete time risk models under rates of interest are introduced. Ruin probabilities in the two risk models are discussed. Stochastic inequalities for the ruin probabilities are derived by martingales and renewal recursive techniques. The inequalities can be used to evaluate the ruin probabilities as upper bounds. Numerical illustrations for these results are given.
2008 ◽
Vol 78
(6)
◽
pp. 707-715
◽
2009 ◽
Vol 26
(4)
◽
pp. 362-373
◽
1998 ◽
Vol 22
(1)
◽
pp. 93-104
◽
2006 ◽
Vol 2
(2)
◽
pp. 165-175
◽
2007 ◽
Vol 98
(4)
◽
pp. 757-773
◽