Some results for classical risk process with stochastic return on investments (Q1566069)
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scientific article; zbMATH DE number 1921208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results for classical risk process with stochastic return on investments |
scientific article; zbMATH DE number 1921208 |
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Some results for classical risk process with stochastic return on investments (English)
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25 September 2003
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ruin probability
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supremum distribution before ruin
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surplus distribution at time of ruin
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