Bao, Jianhai; Yuan, Chenggui - In: Insurance: Mathematics and Economics 53 (2013) 1, pp. 266-272
. In this paper, for a one-factor model, we reveal that the long-term return t−μ∫0tX(s)ds for some μ≥1, in which X …, for a class of two-factor model, we also investigate the almost sure convergence of the long-term return t−μ∫0tY(s)ds for …