A negative risk model perturbed by diffusion with compound negative binomial processes

MaRDI QIDQ5399100zbMATH OpenFDO

Authors Minheng Zheng, Yingchun Deng, Meibao Bai

Publication date 28 February 2014

zbMATH Keywords

Brownian motionnegative binomial processnegative riskruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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