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 and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 1, p. 59-66
|
| Publisher: |
Elsevier |