scientific article; zbMATH DE number 5012294

zbMATH Open1086.60526MaRDI QIDQ3373434FDOQ3373434

Authors: Shan Gao 

Publication date: 13 March 2006

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

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zbMATH Keywords

martingalestopping timeruin probabilityCox process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Cited In (9)

• The hitting time for a Cox risk process
• Ruin probability in a Cox risk model of multi-risk perturbed by diffusion
• Generalized Cox model for default times
• On the ruin probability for the Cox correlated risk model perturbed by diffusion
• Title not available (Why is that?)
• A risk model with a perturbed double arrival process
• Analysis of ruin measures in a class of risk models
• Title not available (Why is that?)
• The upper bounds for ruin probability in a double Cox ruin model

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