Ruin probabilities for insurance models involving investments

Scandinavian Actuarial Journal

Volumn 2003, Issue 3, 2003, Pages 217-237

  Ma, Jin ^a   Sun, Xiaodong ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Exponential martingales; Lundberg bound; Risk reserve; Ruin probability

Indexed keywords

EID: 85011156419     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106381     Document Type: Article

References (19)

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