A Diffusion Perturbed Risk Process with Stochastic Return on Investments

DOI10.1081/SAP-120028594zbMath1151.91583OpenAlexW2053215251MaRDI QIDQ3158141

S. N. Chiu, Chuan-Cun Yin

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120028594

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items

A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy

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