The Perturbed Compound Poisson Risk Process with Investment and Debit Interest-Reference-Cited by-同舟云学术

The Perturbed Compound Poisson Risk Process with Investment and Debit Interest

Published:2008-11-04 Issue:3 Volume:12 Page:391-413
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Yin Chuancun,Wang Chunwei

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-008-9109-z.pdf

Reference22 articles.

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3. Cai J (2004) Ruin probabilities and penalty functions with stochastic rates of interest. Stoch Process Appl 112:53–78

4. Cai J, Yang HL (2005) Ruin in the perturbed compound Poission risk process under interest force. Adv Appl Probab 37:819–835

5. Cai J (2007) On the time value of absolute ruin with debit interest. Adv Appl Probab 39:343–359

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