Risk model with change-point claims process

DOI10.13413/J.CNKI.JDXBLXB.2017.03.22zbMATH Open1389.91045MaRDI QIDQ3131698FDOQ3131698

Authors: Congmin Liu, Shuo Zhang, Qi Li, Dehui Wang 

Publication date: 29 January 2018

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zbMATH Keywords

risk modelmartingaleruin probabilitystochastic simulationadjustment coefficient

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Title not available (Why is that?)
• Monitoring risk in a ruin model perturbed by diffusion

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