Numerical ruin probability in the dual risk model with risk-free investments
Year of publication: |
2018
|
---|---|
Authors: | Loke, Sooie-Hoe ; Thomann, Enrique |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 4, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | ruin probability | dual risk model | constant interest rate | integral equation | Laplace transform | numerical approximation |
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