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

DOI10.16929/AS/1593.123MaRDI QIDQ1636733zbMATH OpenOpenAlexWikidataFDO

Authors Bamidele Mustapha Oseni, Emmanuel Teju Jolayemi

Publication date 12 June 2018

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1528336822

zbMATH Keywords

exponential distributioninterestruin probabilityrisk reserveKummer hypergeometric equationstochastic investment

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(8)

• Some Ruin Problems for a Risk Process with Stochastic Interest
• Ruin probability in compound Poisson process with investment
• Ruin probabilities for the perturbed compound Poisson risk process with investment
• scientific article; zbMATH DE number 5520752 (Why is no real title available?)
• On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale
• Ruin probabilities with random rates of interest
• Ruin in the perturbed compound Poisson risk process under interest force
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments

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