The paper discusses existing results in ruin theory when assets earn interest. Both analytical and numerical approaches are considered, with main emphasis on recent publications.
On a compounding assets model with positive jumps
β Scribed by Yinghui Dong; Guojing Wang
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 120 KB
- Volume
- 24
- Category
- Article
- ISSN
- 1524-1904
- DOI
- 10.1002/asmb.690
No coin nor oath required. For personal study only.
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