An estimate for the ruin probability of the classical C-L model with stochastic diffusion and a constant interest force

MaRDI QIDQ3538655zbMATH OpenFDO

Authors Xiaolin Zhang, Li Yu

Publication date 24 November 2008

zbMATH Keywords

a constant interest forceheavy-tailed distributionruin probabilitystochastic diffusion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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