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Harrison, J. Michael

Ruin problems with compounding assets. (English) Zbl 0361.60053

Stochastic Processes Appl. 5, 67-79 (1977).
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Cited in 62 Documents

MSC:

60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60H05 Stochastic integrals
60J99 Markov processes
91A12 Cooperative games
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