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DOI10.13338/J.ISSN.1006-8341.2016.02.007zbMath1363.91037MaRDI QIDQ3179992

Xiajie Zhang, Xuanhui Liu, Danqin Jia

Publication date: 6 January 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation Markov chain ruin probability compound Poisson process earnings process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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