SCOPUS 정보 검색 플랫폼

Volumn 95, Issue 2, 2001, Pages 329-341

Distributions for the risk process with a stochastic return on investments

Author keywords

Integro differential equation; Risk process; Ruin probability; Supremum distribution before ruin; Surplus distribution at the time of ruin

Indexed keywords

EID: 0043094441 PISSN: 03044149 EISSN: None Source Type: Journal
DOI: 10.1016/S0304-4149(01)00102-8 Document Type: Article

Times cited : (51)

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