Sharp conditions for certain ruin in a risk process with stochastic return on investments
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Publication:1805763
DOI10.1016/S0304-4149(98)00012-XzbMath0932.60044OpenAlexW2040653862WikidataQ126807137 ScholiaQ126807137MaRDI QIDQ1805763
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00012-x
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integral equations (60H20)
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