A double type-insurance risk model under stochastic premium and refund with its eventual ruin probability

zbMATH Open1148.91319MaRDI QIDQ3530338FDOQ3530338

Suo Ping Li, Hong Xing Duan

Publication date: 20 October 2008

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Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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