Ruin theory with stochastic return on investments (Q4385145)
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scientific article; zbMATH DE number 1140043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory with stochastic return on investments |
scientific article; zbMATH DE number 1140043 |
Statements
Ruin theory with stochastic return on investments (English)
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11 June 1998
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risk process
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stochastic interest rate
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time of ruin
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integro-differential equations
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diffusion process
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