Ruin theory for the risk process described by PDMPs
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Publication:1873582
DOI10.1007/s10255-003-0081-7zbMath1023.62108MaRDI QIDQ1873582
Rong Wu, Guo-jing Wang, Chun-sheng Zhang
Publication date: 16 November 2003
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-003-0081-7
integro-differential equation; risk process; ruin probability; survivor function; supremum distribution before ruin
62P05: Applications of statistics to actuarial sciences and financial mathematics
62J99: Linear inference, regression
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Cites Work
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