RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR
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Publication:4460798
DOI10.1017/S0269964804181047zbMath1088.60075MaRDI QIDQ4460798
Lihong Zhang, Kai Wang Ng, Hailiang Yang
Publication date: 29 March 2004
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
60F15: Strong limit theorems
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
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