A double type-insurance risk model under stochastic premium and refund with its eventual ruin probability

MaRDI QIDQ3530338zbMATHFDO

Authors Suo Ping Li, Hong Xing Duan

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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Cited in

(1)

• Ruin probability for a double-type insurance in a generalized two Poisson risk model

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