Some Ruin Problems for a Risk Process with Stochastic Interest

DOI10.1080/10920277.2005.10596215zbMath1145.60320OpenAlexW2044739355MaRDI QIDQ3518780

Kam-Chuen Yuen, Guo-jing Wang

Publication date: 12 August 2008

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2005.10596215

Mathematics Subject Classification ID

Related Items (7)

On the renewal risk process with stochastic interest ⋮ The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier ⋮ Stochastic calculus in a risk model with stochastic return on investments ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process ⋮ An extension of Paulsen-Gjessing's risk model with stochastic return on investments ⋮ The Compound Poisson Risk Model with Interest and a Threshold Strategy

Cites Work

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