Title of article :
Equation for survival probability in a finite time interval in case of non-zero real interest force
Author/Authors :
Pervozvansky Jr.، نويسنده , , A.A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
In the present paper an integro-differential equation for survival probability in a finite time interval is derived. Explicit solution of this equation is presented in case of exponential claim amounts and zero real interest force.
Keywords :
Classical risk theory , Ruin and survival probabilities , Finite time interval , Real interest force , Collective Risk Model
Journal title :
Insurance Mathematics and Economics
Journal title :
Insurance Mathematics and Economics
