Basu, Ranojoy Diffusion approximations for insurance risk processes. (English) Zbl 1337.60184 Stoch. Models 32, No. 1, 52-76 (2016). MSC: 60J60 60F05 60F17 91B30 PDFBibTeX XMLCite \textit{R. Basu}, Stoch. Models 32, No. 1, 52--76 (2016; Zbl 1337.60184) Full Text: DOI
Basu, Ranojoy; Roitershtein, Alexander Divergent perpetuities modulated by regime switches. (English) Zbl 1274.60263 Stoch. Models 29, No. 2, 129-148 (2013). Reviewer: Anatoliy Pogorui (Zhytomyr) MSC: 60K15 60J20 60G70 PDFBibTeX XMLCite \textit{R. Basu} and \textit{A. Roitershtein}, Stoch. Models 29, No. 2, 129--148 (2013; Zbl 1274.60263) Full Text: DOI