Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
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Publication:5485018
DOI10.1007/BF02830430zbMath1150.91435MaRDI QIDQ5485018
Publication date: 23 August 2006
Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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Cites Work
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- Risk theory for the compound Poisson process that is perturbed by diffusion
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