Ruin problem for a class of risk processes perturbed by diffusion (Q1861006)
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scientific article; zbMATH DE number 1877149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problem for a class of risk processes perturbed by diffusion |
scientific article; zbMATH DE number 1877149 |
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Ruin problem for a class of risk processes perturbed by diffusion (English)
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29 July 2003
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A modified risk process is considered. Under two different assumptions, the Lundberg inequalities for the ruin probability are obtained.
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risk process
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Lundberg inequality
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