Ruin in the perturbed compound Poisson risk process under interest force (Q5697204): Difference between revisions

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+https://doi.org/10.1239/aap/1127483749
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+W2004913923
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+Q4379506
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+Ruin probabilities and penalty functions with stochastic rates of interest
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Viscosity Solutions of Hamilton-Jacobi Equations
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q4032143
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Aspects of risk theory
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+Optimal investment for investors with state dependent income, and for insurers
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+Ruin theory with stochastic return on investments
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+Ruin estimates under interest force
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+Distributions for the risk process with a stochastic return on investments.
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+Spectrally negative Lévy processes with applications in risk theory
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+Publication:5697204