Ruin problem for a class of risk processes perturbed by diffusion (Q1861006): Difference between revisions

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Property / author: Zhen-Yu Wang / rank
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Property / author: Guo-jing Wang / rank
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Property / reviewed by: Anton Stefanescu / rank
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Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank
 
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Property / cites work: Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion / rank
 
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Property / cites work: Some distributions for classical risk process that is perturbed by diffusion / rank
 
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Property / cites work: Aspects of risk theory / rank
 
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Latest revision as of 13:18, 5 June 2024

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Ruin problem for a class of risk processes perturbed by diffusion
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    Ruin problem for a class of risk processes perturbed by diffusion (English)
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    29 July 2003
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    A modified risk process is considered. Under two different assumptions, the Lundberg inequalities for the ruin probability are obtained.
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    risk process
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    Lundberg inequality
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