Upper Bounds for Ruin Probabilities under Stochastic Interest Rate and Optimal Investment Strategies

Jin Zhu, LI Rong WU

Acta Mathematica Sinica ›› 2012, Vol. 28 ›› Issue (7) : 1421-1430.

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Acta Mathematica Sinica ›› 2012, Vol. 28 ›› Issue (7) : 1421-1430. DOI: 10.1007/s10114-012-0153-9
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Upper Bounds for Ruin Probabilities under Stochastic Interest Rate and Optimal Investment Strategies

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2012, 28(7): 1421-1430 https://doi.org/10.1007/s10114-012-0153-9

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