Ruin Probability for Correlated Risk Process that is Perturbed by Diffusion

Gu Peipei, Wang Guojing

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PDF(198 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (6) : 585-592.
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Ruin Probability for Correlated Risk Process that is Perturbed by Diffusion

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