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Persistent link: https://www.econbiz.de/10009667100
The uncontrolled surplus of an insurance company is a classical risk model. Now the risk model includes three features, namely debit interest, short-term and long-term invested interest, and linear dividend barrier. In this paper, the PDMP method and martingales are used for solvency studies in...
Persistent link: https://www.econbiz.de/10010597505