Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation
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Publication:6534849
DOI10.1155/2020/7130243zbMATH Open1544.91096MaRDI QIDQ6534849FDOQ6534849
Kaiyong Wang, Yanzhu Mao, Yongfang Cui
Publication date: 18 May 2021
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
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