The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion
DOI10.1007/S10114-011-8072-8zbMATH Open1237.91145OpenAlexW2001573620MaRDI QIDQ644634FDOQ644634
Authors: Zhen Zhong Zhang, Jiezhong Zou, Yuanyuan Liu 
Publication date: 4 November 2011
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-011-8072-8
Recommendations
- The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion
- The maximum surplus before ruin in the generalized Erlang (\(n\)) risk model perturbed by diffusion
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
- The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions
- Some distributions for classical risk process that is perturbed by diffusion
diffusion processintegro-differential equationgeneralized Erlang\((n)\) inter-claim timesmaximum surplus distributionsparre Anderson risk model
Cites Work
- On the time to ruin for Erlang(2) risk processes.
- On the expected discounted penalty functions for two classes of risk processes
- The Time Value of Ruin in a Sparre Andersen Model
- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
- The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
- Title not available (Why is that?)
- On the Time Value of Ruin
- Risk theory for the compound Poisson process that is perturbed by diffusion
- On ruin for the Erlang \((n)\) risk process
- A generalized defective renewal equation for the surplus process perturbed by diffusion.
- Ruin probabilities for Erlang (2) risk processes
- On a class of renewal risk models with a constant dividend barrier
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
- The joint density function of three characteristics on jump-diffusion risk process.
- A decomposition of the ruin probability for the risk process perturbed by diffusion
- The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models.
- On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes.
- Some distributions for classical risk process that is perturbed by diffusion
- Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
Cited In (14)
- The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
- The maximum surplus in the phase-type risk model perturbed by diffusion and related distributions
- On Erlang(2) Risk Process Perturbed by Diffusion
- A decomposition of the ruin probability for the Erlang (2) risk process perturbed by diffusion
- Title not available (Why is that?)
- The distribution of the maximum surplus before ruin for two classes of perturbed risk model with stochastic income
- Ruin probabilities for the phase-type dual model perturbed by diffusion
- The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process
- The maximum surplus before ruin for two classes of perturbed risk model
- Title not available (Why is that?)
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
- The maximum surplus before ruin in the generalized Erlang (\(n\)) risk model perturbed by diffusion
- The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence
This page was built for publication: The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q644634)
