CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE

DOI10.1081/SAP-100000756zbMath1017.91055OpenAlexW2017615421MaRDI QIDQ2746365

Hailiang Yang

Publication date: 10 October 2001

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

Full work available at URL: https://doi.org/10.1081/sap-100000756

zbMATH Keywords

stochastic differential equationmartingaleruin probabilityreverse processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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