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Equation for survival probability in a finite time interval in case of non-zero real interest force

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  • Pervozvansky, A. Jr.

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  • Pervozvansky, A. Jr., 1998. "Equation for survival probability in a finite time interval in case of non-zero real interest force," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 287-295, December.
    • Handle: RePEc:eee:insuma:v:23:y:1998:i:3:p:287-295
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    References listed on IDEAS

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    1. Delbaen, F. & Haezendonck, J., 1987. "Classical risk theory in an economic environment," Insurance: Mathematics and Economics, Elsevier, vol. 6(2), pages 85-116, April.
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    1. Avram, Florin & Palmowski, Zbigniew & Pistorius, Martijn, 2008. "A two-dimensional ruin problem on the positive quadrant," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 227-234, February.
    2. Corina Constantinescu & Alexandra Dias & Bo Li & David Šiška & Simon Wang, 2022. "Effect of Stop-Loss Reinsurance on Primary Insurer Solvency," Risks, MDPI, vol. 10(10), pages 1-15, October.
    3. Albrecher, Hansjorg & Teugels, Jozef L. & Tichy, Robert F., 2001. "On a gamma series expansion for the time-dependent probability of collective ruin," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 345-355, December.

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