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The time of ruin, the surplus...
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The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion
Year of publication:
2003
Authors:
Chiu, S.N.
;
Yin, C.C.
Published in:
Insurance / Mathematics & economics
. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 33.2003, 1, p. 59-66
Saved in:
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Type of publication:
Article
Source:
OLC-SSG Economic Sciences
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006886821
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