The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337)

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The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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    The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English)
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    16 November 2003
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    Deficit at ruin
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    Renewal equation
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    Time of ruin
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    Ruin probability
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    Surplus prior to ruin
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    Surplus process
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