The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income

DOI10.3969/J.ISSN.1001-4268.2019.03.004zbMATH Open1449.62237MaRDI QIDQ3306294FDOQ3306294

Authors: Wuyuan Jiang 

Publication date: 12 August 2020

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zbMATH Keywords

perturbed risk modelstochastic incomedistribution of the maximum surplus before ruintwo classes of claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Cited In (4)

• On the joint distribution of surplus before and after ruin under a Markovian regime switching model
• The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
• The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions
• The maximum surplus before ruin for two classes of perturbed risk model

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