  Solvency games, introduced by Berger et al., provide an abstract framework
for modelling decisions of a risk-averse investor, whose goal is to avoid ever
going broke. We study a new variant of this model, where, in addition to
stochastic environment and fixed increments and decrements to the investor's
wealth, we introduce interest, which is earned or paid on the current level of
savings or debt, respectively.
  We study problems related to the minimum initial wealth sufficient to avoid
bankruptcy (i.e. steady decrease of the wealth) with probability at least p. We
present an exponential time algorithm which approximates this minimum initial
wealth, and show that a polynomial time approximation is not possible unless P
= NP. For the qualitative case, i.e. p=1, we show that the problem whether a
given number is larger than or equal to the minimum initial wealth belongs to
both NP and coNP, and show that a polynomial time algorithm would yield a
polynomial time algorithm for mean-payoff games, existence of which is a
longstanding open problem. We also identify some classes of solvency MDPs for
which this problem is in P. In all above cases the algorithms also give
corresponding bankruptcy avoiding strategies.
