A Diffusion Perturbed Risk Process with Stochastic Return on Investments (Q3158141): Difference between revisions

@@ Property / author @@
-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
-Normal rank
@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp conditions for certain ruin in a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Ruin theory with compounding assets -- a survey
@@ Property / cites work: Ruin theory with compounding assets -- a survey / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for ruin probabilities
+Normal rank
@@ Property / cites work @@
+Integral equations for compound distribution functions
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/sap-120028594
+Normal rank
@@ Property / OpenAlex ID @@
+W2053215251
@@ Property / OpenAlex ID: W2053215251 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3158141