Cardoso, Rui M. R.; Waters, Howard R. Recursive calculation of finite time ruin probabilities under interest force. (English) Zbl 1103.60314 Insur. Math. Econ. 33, No. 3, 659-676 (2003). MSC: 60J10 60G55 65C50 91B30 PDFBibTeX XMLCite \textit{R. M. R. Cardoso} and \textit{H. R. Waters}, Insur. Math. Econ. 33, No. 3, 659--676 (2003; Zbl 1103.60314) Full Text: DOI
Brekelmans, Ruud; De Waegenaere, Anja Approximating the finite-time ruin probability under interest force. (English) Zbl 0991.60080 Insur. Math. Econ. 29, No. 2, 217-229 (2001). Reviewer: Alexandr B.Vasil’ev (Odessa) MSC: 60K10 62P05 PDFBibTeX XMLCite \textit{R. Brekelmans} and \textit{A. De Waegenaere}, Insur. Math. Econ. 29, No. 2, 217--229 (2001; Zbl 0991.60080) Full Text: DOI