Explicit expressions for some distributions related to ruin problems

DOI10.1016/S0252-9602(17)30145-5zbMath1018.91031OpenAlexW2784278635MaRDI QIDQ1871513

Lanfen Dang, Liming Yang

Publication date: 8 May 2003

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30145-5

zbMATH Keywords

diffusionruin probabilityclassical risk process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic processes (60G99)

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Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion

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