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

DOI10.16929/AS/1593.123zbMATH Open1391.60182OpenAlexW2807610015WikidataQ129742769 ScholiaQ129742769MaRDI QIDQ1636733FDOQ1636733

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

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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)

Cited In (6)

• Ruin theory for classical risk process that is perturbed by diffusion with risky investments
• Title not available (Why is that?)
• Some Ruin Problems for a Risk Process with Stochastic Interest
• Ruin in the perturbed compound Poisson risk process under interest force
• On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale
• Ruin probabilities with random rates of interest

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