Ruin probability in compound Poisson process with investment
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Publication:442855
DOI10.1155/2012/286792zbMath1246.91065OpenAlexW1995344833WikidataQ58906562 ScholiaQ58906562MaRDI QIDQ442855
Publication date: 6 August 2012
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/286792
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Cites Work
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- Risk theory for the compound Poisson process that is perturbed by diffusion
- On the renewal risk process with stochastic interest
- The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
- Ruin models with investment income
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
- On the expected discounted penalty function at ruin of a surplus process with interest.
- Ruin theory with stochastic return on investments
- Ruin in the perturbed compound Poisson risk process under interest force
- A decomposition of the ruin probability for the risk process perturbed by diffusion
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