The joint distributions of some actuarial diagnostics for the jump-diffusion risk process

DOI10.1016/S0252-9602(10)60068-9MaRDI QIDQ550085zbMATH OpenOpenAlexFDO

Authors Yuhua Lü, Rong Wu, Run Xu

Publication date 19 July 2011

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(10)60068-9

zbMATH Keywords

Brownian motiontime of ruinhomogeneous strong Markov propertyjump-diffusion risk processultimate leaving-time

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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• The joint distributions of several important actuarial diagnostics in the classical risk model.

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