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Ruin probability for Lévy risk process compounded by geometric Brownian motion - MaRDI portal

Ruin probability for Lévy risk process compounded by geometric Brownian motion (Q2480275)

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English
Ruin probability for Lévy risk process compounded by geometric Brownian motion
scientific article

    Statements

    title
    Ruin probability for Lévy risk process compounded by geometric Brownian motion (English)
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    author
    Xianghua Zhao
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    Chuan-Cun Yin
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    publication date
    31 March 2008
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    zbMATH Keywords
    Lévy risk process
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    geometric Brownian motion
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    60K05
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    62G35
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    91B30
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    zbMATH DE Number
    5255867
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    OpenAlex ID
    W1851352203
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