On survival and ruin probabilities in a perturbed risk model

MaRDI QIDQ5412940zbMATH OpenFDO

Authors Iulian Mircea, Radu Serban, Mihaela Covrig

Publication date 28 April 2014

zbMATH Keywords

diffusion approximationperturbed risk modelsurplus processruin and survival probability

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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