A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
type: Item
instance of: scholarly article
title: A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
zbMATH Open document ID: 1242.60071
author: Jostein Paulsen
author: Juna Kasozi
author: Andreas Steigen
published in: Insurance Mathematics \& Economics
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5156971
zbMATH Keywords: ruin probability
zbMATH Keywords: Volterra equation
zbMATH Keywords: block-by-block method
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.02.008
OpenAlex ID: W2035925546
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DOI: 10.1016/J.INSMATHECO.2005.02.008
description: scientific article; zbMATH DE number 5156971