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Ruin Probability for the Integrated Gaussian Process with Force of Interest
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper we obtain the exact asymptotics of the ruin probability for the integrated Gaussian process with force of interest. The results obtained are consistent with those obtained for the case in which there is no force of interest.
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- Research Article
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- Copyright © Applied Probability Trust 2007
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