Ruin theory with compounding assets -- a survey
type: Item
instance of: scholarly article
title: Ruin theory with compounding assets -- a survey
zbMATH Open document ID: 0909.90115
DOI: 10.1016/S0167-6687(98)00009-2
author: Jostein Paulsen
published in: Insurance Mathematics \& Economics
publication date: 1998-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1202757
zbMATH Keywords: compounded risk process
zbMATH Keywords: probability of ruin
zbMATH Keywords: upper bounds
zbMATH Keywords: asymptotic results
zbMATH Keywords: numerical methods
zbMATH Keywords: simulation
zbMATH Keywords: diffusion approximation
zbMATH Keywords: ruin theory
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1202757