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Ruin problems with stochastic premium stochastic return on investments

✍ Scribed by Rongming Wang; Lin Xu; Dingjun Yao


Book ID
107376030
Publisher
Higher Education Press and Springer
Year
2007
Tongue
English
Weight
284 KB
Volume
2
Category
Article
ISSN
1673-3452

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## Abstract We consider a financial market consisting of a risky asset and a riskless one, with a constant or random investment horizon. The interest rate from the riskless asset is constant, but the relative return rate from the risky asset is stochastic with an unknown parameter in its distributi