Sharp conditions for certain ruin in a risk process with stochastic return on investments

Stochastic Processes and their Applications

Volumn 75, Issue 1, 1998, Pages 135-148

  Paulsen, Jostein ^a  

^a UNIVERSITY OF BERGEN   (Norway)

Author keywords

Geometric ergodic Markov process; L vy process; Risk theory; Ruin probability; Stochastic difference equation

Indexed keywords

EID: 0008986206     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00012-X     Document Type: Article

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