Risk theory for the compound Poisson process that is perturbed by diffusion
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Publication:756904
DOI10.1016/0167-6687(91)90023-QzbMath0723.62065OpenAlexW1983363627MaRDI QIDQ756904
Hans U. Gerber, François Dufresne
Publication date: 1991
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(91)90023-q
diffusion processcompound Poisson processadjustment coefficientaggregate loss processconvolution formuladefective renewal equationscollective risk theorycombinations of exponential claim amountsprobabilities of ruin
Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J05)
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