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Ruin probabilities for a risk process with stochastic return on investments

, , and . Stochastic Processes and their Applications, 110 (2): 259--274 (April 2004)

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Goodness-of-fit tests for the Cox model via bootstrap method, and . Journal of Statistical Planning and Inference, 47 (3): 237--256 (Oct 15, 1995)On the renewal risk process with stochastic interest, , and . Stochastic Processes and their Applications, 116 (10): 1496--1510 (October 2006)Ruin probabilities for a risk process with stochastic return on investments, , and . Stochastic Processes and their Applications, 110 (2): 259--274 (April 2004)