A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
| Year of publication: |
2005
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|---|---|
| Authors: | Paulsen, Jostein ; Kasozi, Juma ; Steigen, Andreas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 36.2005, 3, p. 399-420
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