Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420): Difference between revisions

@@ Property / DOI @@
-.1007/s11766-005-0004-x
@@ Property / DOI: 10.1007/s11766-005-0004-x / rank @@
-Normal rank
@@ Property / author @@
-Zi-Sheng Ouyang
@@ Property / author: Zi-Sheng Ouyang / rank @@
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@@ Property / author @@
+Zi-Sheng Ouyang
@@ Property / author: Zi-Sheng Ouyang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-005-0004-x
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@@ Property / OpenAlex ID @@
+W2091761047
@@ Property / OpenAlex ID: W2091761047 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+A generalization of risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+A decomposition of the ruin probability for the risk process perturbed by diffusion
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@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
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@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Some distributions for classical risk process that is perturbed by diffusion
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@@ Property / cites work @@
+Risk theory for the compound Poisson process that is perturbed by diffusion
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@@ Property / DOI @@
+.1007/S11766-005-0004-X
@@ Property / DOI: 10.1007/S11766-005-0004-X / rank @@
+Normal rank