Risk processes with random interest rates

被引：2
|
作者：
Pavlenko, OI [1 ]
机构：
[1] Riga Tech Univ, Inst Informat Technol, Riga, Latvia
来源：
CYBERNETICS AND SYSTEMS ANALYSIS | 2000年 / 36卷 / 05期
关键词：
Markovian chains; investigation of risk processes with a random interest race; a model of the process of life insurance against all risks with one type of policies; software support of the model proposed;
D O I：
10.1023/A:1009489125278
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
The behavior of the capital value of a life insurance company with one type of policies and a random interest rate is investigated.
引用
收藏
页码：743 / 748
页数：6
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