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North American Actuarial Journal Volume 9, 2005 - Issue 3
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Original Articles

Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift

S. David Promislow Dept. of Mathematics and Statistics, York University, 4700 Keele St., Toronto, Ontario, M3J 1P3, Canada
&
Virginia R. Young Dept. of Mathematics, University of Michigan, 525 E. University Ave., Ann Arbor, MI, 48109
Pages 110-128 | Published online: 03 Jan 2013

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Han Yu, Yu Zhang & Xikui Wang. (2023) Minimization of ruin probability with joint strategies of investment and reinsurance. Communications in Statistics - Theory and Methods 52:15, pages 5451-5469.
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