The ruin problem for a Wiener process with state-dependent jumps
From MaRDI portal
Publication:2214225
DOI10.2478/jamsi-2020-0002OpenAlexW3042544839MaRDI QIDQ2214225
Publication date: 7 December 2020
Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/jamsi-2020-0002
Cites Work
- Unnamed Item
- Unnamed Item
- The existence of solution for a third-order two-point boundary value problem
- Existence of positive solutions of a third order nonlinear differential equation with positive and negative terms
- Exit problems for jump processes with applications to dividend problems
- The finite-time ruin probability for the jump-diffusion model with constant interest force
- First passage times of a jump diffusion process
- On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment