Ruin probability for the risk process perturbed by diffusion in a Markovian environment

zbMATH Open1096.60511MaRDI QIDQ5483575FDOQ5483575

Shan Gao, Xiaoming Cao, Shaofeng Wang

Publication date: 23 August 2006

Recommendations

• scientific article; zbMATH DE number 5260689
• scientific article; zbMATH DE number 1547733
• Ruin probabilities of Markov-modulated jump-diffusion risk model
• scientific article; zbMATH DE number 2135414
• scientific article; zbMATH DE number 2177401

zbMATH Keywords

integral equationCox process

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Processes in random environments (60K37)

Cited In (6)

• The perturbed profit and the perturbed risk for a stock in a random environment
• Title not available (Why is that?)
• The expected discounted penalty function of a Cox risk process perturbed by a diffusion in a Markovian environment
• A decomposition of the ruin probability for the risk process perturbed by diffusion
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Ruin probability for the risk process perturbed by diffusion in a Markovian environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5483575)