On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model (Q6121111)
From MaRDI portal
scientific article; zbMATH DE number 7809283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model |
scientific article; zbMATH DE number 7809283 |
Statements
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model (English)
0 references
26 February 2024
0 references
renewal risk model
0 references
ruin probability
0 references
two-sided first exit time
0 references
number of claims to ruin
0 references
overshoot and undershoot
0 references
exponentially tilted probability measure
0 references
jump diffusion process
0 references
mixed Erlang distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
