scientific article; zbMATH DE number 5260689

zbMATH Open1174.91013MaRDI QIDQ5456085FDOQ5456085

Authors: Yuhua Lü, Rong Wu 

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionruin probabilityclassical risk processinterest forceeconomic factor

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (6)

• The perturbed profit and the perturbed risk for a stock in a random environment
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
• Finite and infinite time ruin probabilities in a stochastic economic environment.
• Classical risk theory in an economic environment
• Ruin probability for the risk process perturbed by diffusion in a Markovian environment
• Title not available (Why is that?)

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