scientific article; zbMATH DE number 5026754

MaRDI QIDQ5468288zbMATH OpenFDO

Authors Feng Hu, Zhaojun Zong

Publication date 24 May 2006

zbMATH Keywords

Brownian motionheavy-tailed distribution

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(9)

• A local limit theorem for the probability of ruin
• An asymptotic relationship for ruin probability in the classic risk model
• A local theorem for ruin probabilities in a renewal risk model perturbed by diffusions
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• The asymptotic relationships of the ruin probabilities in the classic risk model perturbed by diffusions under heavy-tailed claims
• The asymptotic behavior for the ruin probability in the classical risk model
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• A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion
• Occupation measure and local time of classical risk processes

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