Ruin problem for a class of risk processes perturbed by diffusion

DOI10.1007/S11766-996-0008-1zbMath1015.60045OpenAlexW2065060783MaRDI QIDQ1861006

Jiandong Si, Zhen-Yu Wang, Guo-jing Wang

Publication date: 29 July 2003

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

Full work available at URL: https://doi.org/10.1007/s11766-996-0008-1

zbMATH Keywords

risk processLundberg inequality

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Survival probability and ruin probability of a risk model

Cites Work

• Risk theory for the compound Poisson process that is perturbed by diffusion
• Aspects of risk theory
• Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
• Some distributions for classical risk process that is perturbed by diffusion

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