RUIN THEORY WITH COMPOUNDING ASSETS - A SURVEY

Authors
PAULSEN J
Citation
J. Paulsen, RUIN THEORY WITH COMPOUNDING ASSETS - A SURVEY, Insurance. Mathematics & economics, 22(1), 1998, pp. 3-16
Citations number
40
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Statistic & Probability",Mathematics,"Mathematics, Miscellaneous","Statistic & Probability
Journal title
Insurance. Mathematics & economics → ACNP
ISSN journal
01676687
Volume
22
Issue
1
Year of publication
1998
Pages
3 - 16
Database
ISI
SICI code
0167-6687(1998)22:1<3:RTWCA->2.0.ZU;2-E
Abstract
The paper discusses existing results in ruin theory when assets earn i nterest. Both analytical and numerical approaches are considered, with main emphasis on recent publications. (C) 1998 Elsevier Science B.V. All rights reserved.