The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

  • S. N. Chiu*
  • , C. C. Yin
    • *Corresponding author for this work

Research output: Contribution to journal › Journal article › peer-review

39 Citations (Scopus)
128 Downloads (Pure)

Fingerprint

Dive into the research topics of 'The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion'. Together they form a unique fingerprint.
Sort by:

Keyphrases

Mathematics