scientific article; zbMATH DE number 2058462

MaRDI QIDQ4455059zbMATH OpenFDO

Authors Dafan Fang, Juanna Yan

Publication date 16 March 2004

zbMATH Keywords

Markov jump processruin probabilitiesrisk processes

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited in

(1)

• Stochastic differential equations for ruin probabilities

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