On the ruin probability for the Cox correlated risk model perturbed by diffusion

DOI10.1016/J.SPL.2008.09.007zbMath1158.60332OpenAlexW1986509134MaRDI QIDQ1003802

Yingling Sun, Wei Xu, Zhaoyang Lu, Yan Zhang

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.007

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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