Ruin problems with compounding assets

DOI10.1016/0304-4149(77)90051-5zbMath0361.60053OpenAlexW2112748148MaRDI QIDQ1239533

Publication date: 1977

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(77)90051-5

Mathematics Subject Classification ID

Cooperative games (91A12) Stochastic integrals (60H05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov processes (60J99)

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