Ruin problem for a class of risk processes perturbed by diffusion (Q1861006): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11766-996-0008-1 / 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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problem for a class of risk processes perturbed by diffusion |
scientific article |
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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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