CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365)

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CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE
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    title
    CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (English)
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    DOI
    10.1081/SAP-100000756
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    author
    Hailiang Yang
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    publication date
    10 October 2001
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    zbMATH DE Number
    1655867
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    zbMATH Keywords
    martingale
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    stochastic differential equation
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    reverse processes
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    ruin probability
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