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Ruin problem for a class of risk processes perturbed by diffusion

✍ Scribed by Jiandong Si; Zhenyu Wang; Guojing Wang


Book ID
107502024
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2002
Tongue
English
Weight
307 KB
Volume
17
Category
Article
ISSN
1005-1031

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πŸ“œ SIMILAR VOLUMES


Ruin theory for classical risk process t
✍ Xiang Lin πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 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