Asymptotic theory for a risk process with a high dividend barrier

DOI10.1007/S11766-007-0301-7MaRDI QIDQ933047zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4030594 (Why is no real title available?)
• A local limit theorem for the probability of ruin
• Asymptotic Theory for a Risk Process with a High Dividend Barrier

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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