On a compounding assets model with positive jumps

DOI10.1002/ASMB.690zbMATH Open1164.91029OpenAlexW4236634349MaRDI QIDQ3607875FDOQ3607875

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

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zbMATH Keywords

renewal processruin probabilitysurvival probabilitypositive jumpscompound assets model

Mathematics Subject Classification ID

Cites Work

• The Time Value of Ruin in a Sparre Andersen Model
• Title not available (Why is that?)
• Aspects of risk theory
• Ruin probability for renewal risk model with negative risk sums
• Pricing Perpetual Options for Jump Processes

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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