Recursive calculation of finite time ruin probabilities under interest force

Mathematics

• Ruin Probability 100%
• Finite Time 100%
• Surplus Process 50%
• Time Markov Chain 50%
• Numerical Algorithm 50%
• Approximates 50%
• Lower and upper bounds 50%
• Risk Process 50%
• Discrete Time 50%

INIS

• probability 100%
• approximations 50%
• risks 50%
• markov process 50%
• chains 50%
• algorithms 50%
• insurance 50%