Ruin problems with assets and liabilities of diffusion type
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Publication:1593636
DOI10.1016/S0304-4149(98)00103-3zbMath0962.60075MaRDI QIDQ1593636
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G35: Signal detection and filtering (aspects of stochastic processes)
60J60: Diffusion processes
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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