Ruin probabilities in perturbed risk process with stochastic investment and force of interest

DOI10.16929/AS/1593.123zbMath1391.60182OpenAlexW2807610015WikidataQ129742769 ScholiaQ129742769MaRDI QIDQ1636733

Bamidele Mustapha Oseni, Emmanuel Teju Jolayemi

Publication date: 12 June 2018

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1528336822

zbMATH Keywords

exponential distributionruin probabilityinterestrisk reserveKummer hypergeometric equationstochastic investment

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

This page was built for publication: Ruin probabilities in perturbed risk process with stochastic investment and force of interest