A risk model with a perturbed double arrival process

MaRDI QIDQ5399960zbMATH OpenFDO

Authors Guanghua Wei, Guoxiang Liu, Qi-Bing Gao

Publication date 28 February 2014

zbMATH Keywords

Brownian motionsurvival probabilityintegro-differential equationdouble arrival process

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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• The survival probability for the perturbed double compound Poisson risk process under constant interest force
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