Título:

Recursive Calculation of Finite Time Ruin Probabilities under Interest Force

Autores:

Rui Cardoso (Heriot Watt U)
Howard Waters (Heriot Watt U)

Revista:

Insurance: Mathematics and Economics

Ano:

2003

Volume:

33

Páginas:

659-676

Código JEL:

G22 - Insurance; Insurance Companies