RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS

Publisher： Cambridge University Press

E-ISSN： 1446-8735|51|1|34-48

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.51, Iss.1, 2009-07, pp. : 34-48

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