Ruin problems with compounding assets
- 1 February 1977
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 5 (1) , 67-79
- https://doi.org/10.1016/0304-4149(77)90051-5
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- A diffusion approximation for the ruin function of a risk process with compounding assetsScandinavian Actuarial Journal, 1975
- A remark on Wiener process approximation of risk processesASTIN Bulletin, 1972
- Risk theory and Wiener processesASTIN Bulletin, 1972
- Games of Economic Survival with Discrete- and Continuous-Income ProcessesOperations Research, 1972
- Stochastic Abelian and Tauberian theoremsProbability Theory and Related Fields, 1972
- The Discounted Central Limit Theorem and its Berry-Esseen AnalogueThe Annals of Mathematical Statistics, 1971
- Diffusion approximations in collective risk theoryJournal of Applied Probability, 1969
- Some theorems concerning Brownian motionTransactions of the American Mathematical Society, 1956