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Risk Processes with Random Interest Rates

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Cybernetics and Systems Analysis Aims and scope

Abstract

The behavior of the capital value of a life insurance company with one type of policies and a random interest rate is investigated.

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Authors and Affiliations

  1. Institute of Information Technologies, Riga Technical University, Riga, Latvia

    O. I. Pavlenko

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  1. O. I. Pavlenko
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Pavlenko, O.I. Risk Processes with Random Interest Rates. Cybernetics and Systems Analysis 36, 743–748 (2000). https://doi.org/10.1023/A:1009489125278

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  • DOI: https://doi.org/10.1023/A:1009489125278

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