Some Measures of the Severity of Ruin and the Cost of Recovery in the Classical Risk Model Disturbed by Diffusion

Some Measures of the Severity of Ruin and the Cost of Recovery in the Classical Risk Model Disturbed by Diffusion

Zhang Chunsheng, Chen Xuemin

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PDF(289 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2007, Vol. 23 ›› Issue (1) : 1-10.

Some Measures of the Severity of Ruin and the Cost of Recovery in the Classical Risk Model Disturbed by Diffusion

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