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Some Results for Classical Risk Process with Stochastic Return on Investments

✍ Scribed by Guo-jing Wang; Rong Wu


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2002
Tongue
English
Weight
136 KB
Volume
18
Category
Article
ISSN
0168-9673

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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