A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
| Year of publication: |
2005
|
|---|---|
| Authors: | Paulsen, Jostein ; Kasozi, Juma ; Steigen, Andreas |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 36.2005, 3, p. 399-420
|
| Publisher: |
Elsevier |