Jostein Paulsen

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Found 3 papers in total

1999

We study the present value Z ∞ = ∫ ∞ 0 e −X t− dY t...

Ruin theory with stochastic return on investments

1997

We consider a risk process with stochastic interest rate, and show that the...

Risk theory in a stochastic economic environment

1993

The paper introduces a general model to describe the risk process of an insurance...

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