Work

Ruin problems with assets and liabilities of diffusion type

Year: 1999

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(98)00103-3

Author: Ragnar Norberg

Institutions: University of Copenhagen, London School of Economics and Political Science

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2170245236

FWCI: 4.719

Cites: 17

Cited by: 119

Related to: 10