Asymptotic theory for a risk process with a high dividend barrier

DOI10.1007/S11766-007-0301-7zbMATH Open1150.60017OpenAlexW2030552356MaRDI QIDQ933047FDOQ933047

Authors: Zhaojun Zong, Feng Hu 

Publication date: 6 August 2008

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-007-0301-7

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zbMATH Keywords

asymptotic theorytime of ruindividend barrier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Title not available (Why is that?)
• Asymptotic Theory for a Risk Process with a High Dividend Barrier
• A local limit theorem for the probability of ruin

Cited In (2)

• Asymptotic Theory for a Risk Process with a High Dividend Barrier
• Asymptotic analysis of a risk process with high dividend barrier

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