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

DOI10.1016/S0252-9602(10)60068-9zbMATH Open1240.91054OpenAlexW2013594820MaRDI QIDQ550085FDOQ550085

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cited In (7)

• Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
• On the joint distribution for a kind of Cox risk process
• The joint distributions of several important actuarial diagnostics in the classical risk model.
• Title not available (Why is that?)
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest
• The joint density function of three characteristics on jump-diffusion risk process.

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