Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605): Difference between revisions

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+https://doi.org/10.1080/03461238.2011.592262
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+W2078184821
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+Q3331506
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+The use of vector-valued martingales in risk theory
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+Risk processes analyzed as fluid queues
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+Ruin in the perturbed compound Poisson risk process under interest force
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+Q5528194
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+On the time to ruin for Erlang(2) risk processes.
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+On the Time Value of Ruin
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+Q3998992
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+Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment
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+On the discounted distribution functions of the surplus process perturbed by diffusion.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+Distributions for the risk process with a stochastic return on investments.
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+On differentiability of ruin functions under Markov-modulated models
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+Publication:2868605