Ruin theory for classical risk process t
โ
Xiang Lin
๐
Article
๐
2009
๐
John Wiley and Sons
๐
English
โ 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