Title of article
The first exit time and ruin time for a risk process with reserve-dependent income
Author/Authors
Sung Nok Chiu، نويسنده , , Chuan Cun Yin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2002
Pages
8
From page
417
To page
424
Keywords
first exit time , Ruin probability , Risk reserve process , Embrechts–Schmidli model , Ruin time
Journal title
Statistics and Probability Letters
Serial Year
2002
Journal title
Statistics and Probability Letters
Record number
139979
Link To Document