[1] J. Cai, Ruin probabilities with dependent rates of interest, Journal of
Applied Probability, 39, (2002), 312-323.
[2] J. Cai, D. Dickson, Ruin probabilities with a Markov chain interest model,
Insurance: Mathematics and Economics, 35 , (2004), 513-525.
[3] H. Gerber, Ruin theory in the linear model, Insurance: Mathematics and
Economics, 1, (1982), 213-217.
[4] R. Norberg, Discussion of “Stochastic analysis of the interaction between
investment and insurance risks”, North American Actuarial Journal, 1,
(1997), 75-76.
[5] M. Shaked, J. Shanthikumar, Stochastic Orders and their Applications,
Academic Press, San Diego, 1994.
[6] B. Sundt, J. Teugels, Ruin estimates under interest force, Insurance:
Mathematics and Economics, 16, (1995), 7-22.
[7] B. Sundt, J. Teugels, The adjustment function in ruin estimates under
interest force, Insurance: Mathematics and Economics, 19, (1997), 85-94.
[8] G. E. Willmot, X. S. Lin, Lundberg Approximations for Compound Distributions
with Insurance Applications, Springer-Verlag, New York, 2001.
[9] H. Yang, Non-exponential bounds for ruin probability with interest effect
included, Scandinavian Actuarial Journal, 1999, (1999), 66-79.
[10] H. Yang, L. Zhang, Martingale method for ruin probability in an autore-
gressive model with constant interest rate, Probability in the Engineering
and Information Sciences, 17, (2003), 183-198.
Thank you for copying data from http://www.arastirmax.com