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

MaRDI QIDQ5483575zbMATHFDO

Authors Shan Gao, Shaofeng Wang, Xiaoming Cao

Publication date 23 August 2006

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)

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