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Ruin problems with compounding assets

Published:1977-02 Issue:1 Volume:5 Page:67-79
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Harrison J.Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference24 articles.

1. Elements of Real Analysis;Bartle,1964

2. Two Stochastic Processes;Beekman,1974

3. Convergence of Probability Measures;Billingsley,1968

4. Risk theory and Wiener processes;Bohman;Astin Bulletin,1972

5. Probability;Breiman,1968

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