Open AccessStochastic Risk Model: a Computing Method for Ruin Problems
Author(s) -
Hoa Tran
Publication year - 2012
Publication title -
international journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 2168-4863
pISSN - 2168-4871
DOI - 10.5923/j.ijps.20120101.01
Subject(s) - ruin theory , interest rate , actuarial science , asset (computer security) , first hitting time model , random walk , brownian motion , investment (military) , econometrics , economics , mathematical economics , risk model , finance , computer science , mathematics , statistics , computer security , politics , political science , law
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