%0 Journal Article %1 Cai2004 %A Cai, Jun %D 2004 %J Stochastic Processes and their Applications %K Ruin theory %N 1 %P 53--78 %T Ruin probabilities and penalty functions with stochastic rates of interest %U http://www.sciencedirect.com/science/article/B6V1B-4BVSYHD-1/1/87b5b63c6f874601c416d6b3ea7bbf3a %V 112

@article{Cai2004, added-at = {2008-04-22T14:25:45.000+0200}, author = {Cai, Jun}, biburl = {https://www.bibsonomy.org/bibtex/2bd65cc48f014245011a5d579a9a4d723/smicha}, description = {Stochastic Processes and their Applications}, interhash = {071f351a3e6f289fb31e6f38e0de12a8}, intrahash = {bd65cc48f014245011a5d579a9a4d723}, journal = {Stochastic Processes and their Applications}, keywords = {Ruin theory}, month = Jul, number = 1, pages = {53--78}, timestamp = {2008-04-22T14:30:23.000+0200}, title = {Ruin probabilities and penalty functions with stochastic rates of interest}, url = {http://www.sciencedirect.com/science/article/B6V1B-4BVSYHD-1/1/87b5b63c6f874601c416d6b3ea7bbf3a}, volume = 112, year = 2004 }