Ruin models with investment income (Q980778)

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Ruin models with investment income
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    title
    Ruin models with investment income (English)
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    DOI
    10.1214/08-PS134
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    author
    Jostein Paulsen
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    publication date
    29 June 2010
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    Mathematics Subject Classification ID
    91B30
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    91G80
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    60G44
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    60G40
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    60K05
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    91-02
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    zbMATH DE Number
    5728609
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    zbMATH Keywords
    ruin probability
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    risk theory
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    compounding assets
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