Some results for the compound Poisson process that is perturbed by diffusion

DOI10.1007/s102550200013zbMath1004.60014OpenAlexW2051704913MaRDI QIDQ1611092

Rong Wu, Lianzeng Zhang, Chun-sheng Zhang

Publication date: 6 February 2003

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102550200013

zbMATH Keywords

diffusionoscillationjoint distributioncompound Poisson processclaimruin probabilitiessurplus

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

The joint density function of three characteristics on jump-diffusion risk process.

Cites Work

• On hitting times for jump-diffusion processes with past dependent local characteristics
• Risk theory for the compound Poisson process that is perturbed by diffusion
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
• On the distribution of the surplus prior to ruin
• On the distribution of the surplus of the D-E model prior to and at ruin
• Some distributions for classical risk process that is perturbed by diffusion
• Unnamed Item

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