Ruin probabilities in perturbed risk process with stochastic investment and force of interest (Q1636733)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Ruin probabilities in perturbed risk process with stochastic investment and force of interest
scientific article

    Statements

    Ruin probabilities in perturbed risk process with stochastic investment and force of interest (English)
    0 references
    12 June 2018
    0 references
    risk reserve
    0 references
    ruin probability
    0 references
    interest
    0 references
    stochastic investment
    0 references
    exponential distribution
    0 references
    Kummer hypergeometric equation
    0 references

    Identifiers