On a compounding assets model with positive jumps

DOI10.1002/ASMB.690MaRDI QIDQ3607875zbMATH OpenOpenAlexFDO

Authors Yinghui Dong, Guojing Wang

Publication date 28 February 2009

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.690

zbMATH Keywords

renewal processruin probabilitysurvival probabilitypositive jumpscompound assets model

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• Aspects of risk theory
• Pricing Perpetual Options for Jump Processes
• Ruin probability for renewal risk model with negative risk sums
• The Time Value of Ruin in a Sparre Andersen Model

Cited in

(5)

• On finite-time ruin probabilities in a generalized dual risk model with dependence
• On a dual model with barrier strategy
• Strategies for dividend distribution: a review
• Application of advanced integrodifferential equations in insurance mathematics and process engineering
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property

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