scientific article; zbMATH DE number 5012294

MaRDI QIDQ3373434zbMATH OpenFDO

Authors Shan Gao

Publication date 13 March 2006

zbMATH Keywords

martingalestopping timeruin probabilityCox process

Mathematics Subject Classification ID

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

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• Analysis of ruin measures in a class of risk models
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• Ruin probability in a Cox risk model of multi-risk perturbed by diffusion
• The upper bounds for ruin probability in a double Cox ruin model
• A risk model with a perturbed double arrival process

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