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Monitoring risk in a ruin model perturbed by diffusion

✍ Scribed by Josef G. Steinebach

Book ID
105856851
Publisher
Springer
Year
2008
Tongue
English
Weight
250 KB
Volume
70
Category
Article
ISSN
0026-1335

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## 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