Ruin probability in the continuous-time compound binomial model with investment
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Publication:902319
DOI10.1016/S0252-9602(15)60003-0zbMath1340.91067MaRDI QIDQ902319
Shuaiqi Zhang, Guoxin Liu, Mei-Ci Sun
Publication date: 15 January 2016
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44)
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