Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
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Publication:5485018
DOI10.1007/BF02830430zbMath1150.91435MaRDI QIDQ5485018
Publication date: 23 August 2006
Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)
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Related Items (2)
Cites Work
- Risk theory for the compound Poisson process that is perturbed by diffusion
- The adjustment function in ruin estimates under interest force
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
- Ruin estimates under interest force
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
- Probability of ruin with variable premium rate
- Probability of ruin with variable premium rate in a Markovian environment
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