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

Chiu, S. N., Yin, C. C. . Insurance: Mathematics & Economics 2003. 33 (1) :59-66

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Bibtex

@article{CIS-233437,
  Author = {Chiu, S. N. and Yin, C. C.},
  Title = {The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion},
  Journal = {Insurance: Mathematics & Economics},
  Volume = {33},
  Number = {1},
  Year = {2003},
  Pages = {59--66},
  Keywords = {Ruin probability, Renewal equation, Surplus process}
}

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