Creation and ruin theory for the time surplus process of a multi-risk model with stochastic interest rates.
- Resource Type
- Journal
- Authors
- Yu, Wen Guang (PRC-SDEU-SSM) AMS Author Profile; Zhang, Chun Ming (PRC-SDJTU-MP) AMS Author Profile; Li, Ai Qin (PRC-SDJTU-MP) AMS Author Profile
- Source
- Journal of Hefei University of Technology. Natural Science. Hefei Gongye Daxue Xuebao. Ziran Kexue Ban (J. Hefei Univ. Technol. Nat. Sci.) (20090101), 32, no.~9, 1445-1448. ISSN: 1003-5060 (print).
- Subject
- 91 Game theory, economics, social and behavioral sciences -- 91B Mathematical economics
91B30 Risk theory, insurance
- Language
- English
Chinese