On the time value of absolute ruin with debit interest
نویسندگان
چکیده
منابع مشابه
On the Time Value of Absolute Ruin with Debit Interest
Assume that the surplus of an insurer follows a compound Poisson surplus process. When the surplus is below zero or the insurer is on deficit, the insurer could borrow money at a debit interest rate to pay claims. Meanwhile, the insurer will repay debts from her premium income. The negative surplus may return to a positive level if debts are reasonable. However, when the negative surplus is bel...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2007
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1183667614