Abstract
In this paper, the classical risk process perturbed by diffusion is generalized by allowing for “size fluctuation” and the ruin probability for this new model is discussed.
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Guojing, W., Rong, W. A generalization of risk model pertured by diffusion. Appl. Math. Chin. Univ. 14, 417–422 (1999). https://doi.org/10.1007/s11766-999-0071-5
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DOI: https://doi.org/10.1007/s11766-999-0071-5