Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420): Difference between revisions

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+Ruin theory with stochastic return on investments
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+A generalization of risk model perturbed by diffusion
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+On the expected discounted penalty function at ruin of a surplus process with interest.
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+Q3997782
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+Some distributions for classical risk process that is perturbed by diffusion
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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