Risk model with change-point claims process

DOI10.13413/J.CNKI.JDXBLXB.2017.03.22MaRDI QIDQ3131698zbMATH OpenFDO

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

Publication date 29 January 2018

zbMATH Keywords

risk modelmartingaleruin probabilitystochastic simulationadjustment coefficient

Mathematics Subject Classification ID

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

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Cited in

(2)

• scientific article; zbMATH DE number 6611158 (Why is no real title available?)
• Monitoring risk in a ruin model perturbed by diffusion

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