Ruin problems with assets and liabilities of diffusion type

The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding

Daniel Dufresne · Scandinavian Actuarial Journal · 1990 · 390 citations

Engineering, Economics, Finance +17

Risk theory in a stochastic economic environment

Jostein Paulsen · Stochastic Processes and their Applications · 1993 · 162 citations

Business, Economics, Finance +14

Ruin problems with compounding assets

J. Michael Harrison · Stochastic Processes and their Applications · 1977 · 147 citations

Business, Economics, Finance +5

Stochastic differential equations for compounded risk reserves

José Garrido · Insurance Mathematics and Economics · 1989 · 23 citations

Business, Finance, Financial Management +14

On the probability of ruin of risk processes approximated by a diffusion process

Matti Ruohonen · Scandinavian Actuarial Journal · 1980 · 17 citations

Business, Insurance, Risk Management +9