Compound negative binomial risk model for double type-insurance with investment and interference

MaRDI QIDQ3530337zbMATHFDO

Authors Suo Ping Li, Qi Liu

Publication date 20 October 2008

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 5630985

Cited in

(2)

• A discrete-time risk model with investment and interference under random premiums
• A negative risk model perturbed by diffusion with compound negative binomial processes

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