scientific article; zbMATH DE number 6671411

DOI10.13338/J.ISSN.1006-8341.2016.02.007zbMATH Open1363.91037MaRDI QIDQ3179992FDOQ3179992

Xiajie Zhang, Xuanhui Liu, Danqin Jia

Publication date: 6 January 2017

Title of this publication is not available (Why is that?)

zbMATH Keywords

Markov chainstochastic differential equationruin probabilitycompound Poisson processearnings process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (3)

• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
• An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
• Title not available (Why is that?)

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