Ruin theory with stochastic return on investments

Advances in Applied Probability

Volumn 29, Issue 4, 1997, Pages 965-985

  Paulsen, Jostein ^a   Gjessing, Hakon K ^b  

^a UNIVERSITY OF BERGEN   (Norway)

^b HAUKELAND UNIVERSITY HOSPITAL   (Norway)

Author keywords

Integro differential equation; Ruin theory; Stochastic differential equation; Weak convergence

Indexed keywords

BOUNDARY VALUE PROBLEMS; CONVERGENCE OF NUMERICAL METHODS; INTEGRODIFFERENTIAL EQUATIONS; LAPLACE TRANSFORMS; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES;

RUIN THEORY; STOCHASTIC DIFFERENTIAL EQUATIONS;

RISKS;

EID: 0031349836     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800047972     Document Type: Article

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