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Perturbation theory for classical random processes with arbitrary preparation

โœ Scribed by Deker, Uli


Book ID
118034014
Publisher
The American Physical Society
Year
1979
Tongue
English
Weight
570 KB
Volume
19
Category
Article
ISSN
1050-2947

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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