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Asymptotic results for renewal risk models with risky investments

โœ Scribed by Hansjoerg Albrecher; Corina Constantinescu; Enrique Thomann


Book ID
119368601
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
258 KB
Volume
122
Category
Article
ISSN
0304-4149

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Ruin theory for classical risk process t
โœ Xiang Lin ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 114 KB

## Abstract In this paper, we study the ruin theory for classical risk process that is perturbed by diffusion with risky investments. We obtain the upper bound for the minimal ruin probability. We also investigate the relationships between the adjustment coefficient and the diffusion volatility par