On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching

DOI10.1007/978-3-031-47417-0_21zbMath1548.91035MaRDI QIDQ6630461

Publication date: 31 October 2024

renewal process Brownian motion-type Itô processes reserve process model

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Renewal theory (60K05) Risk models (general) (91B05)

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