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
Keywords :
first exit time , Ruin probability , Risk reserve process , Embrechts–Schmidli model , Ruin time
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
