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Stochastic Processes and their Applications

Volumn 110, Issue 2, 2004, Pages 259-274

Ruin probabilities for a risk process with stochastic return on investments

(3) Yuen, Kam C a Wang, Guojing b Ng, Kai W a

a UNIVERSITY OF HONG KONG (Hong Kong)

b SOOCHOW UNIVERSITY (China)

Author keywords

Integral equation; Risk process; Ruin probability; Stochastic return; Survival probability

Indexed keywords

EID: 1542288383 PISSN: 03044149 EISSN: None Source Type: Journal
DOI: 10.1016/j.spa.2003.10.007 Document Type: Article

Times cited : (33)

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