Ruin problem for a class of risk processes perturbed by diffusion (Q1861006): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Some distributions for classical risk process that is perturbed by diffusion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Aspects of risk theory / rank | |||
Normal rank | |||
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 |
Statements
Ruin problem for a class of risk processes perturbed by diffusion (English)
0 references
29 July 2003
0 references
A modified risk process is considered. Under two different assumptions, the Lundberg inequalities for the ruin probability are obtained.
0 references
risk process
0 references
Lundberg inequality
0 references
0 references
