Some results for the compound Poisson process that is perturbed by diffusion
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Publication:1611092
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
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (1)
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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