On Ruin Probability for a Risk Process Perturbed by a Lévy Process with no Negative Jumps

DOI10.1080/15326340802009113zbMath1151.91567OpenAlexW2014973593MaRDI QIDQ3514276

Esther Frostig

Publication date: 21 July 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340802009113

zbMATH Keywords

Busy periodMarkov arrival processExponential distributionSubordinatorLadder points

Mathematics Subject Classification ID

Processes in random environments (60K37)

Related Items (4)

Analysis of an aggregate loss model in a Markov renewal regime ⋮ Perturbed Risk Processes Analyzed as Fluid Flows ⋮ On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process ⋮ Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

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