scientific article; zbMATH DE number 5209826

zbMath1127.60086MaRDI QIDQ5425166

Run Xu, Yuhua Lü, Rong Wu

Publication date: 8 November 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionstrong Markov propertyclassical risk modeltime of ruinultimately leaving-timesupreme profits

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (2)

A quintuple law for Markov additive processes with phase-type jumps ⋮ A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections

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