Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121)

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Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment
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    Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (English)
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    8 June 2012
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    asymptotic behavior
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    Brownian motion
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    compound Poisson
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    force of interest
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    Laplace transform
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    Lundberg inequality
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    martingale approach
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    ruin probability
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    upper bound
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