“On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion”, Jun Cai and Chengming Xu, April 2006
DOI10.1080/10920277.2006.10596256zbMATH Open1479.91344OpenAlexW2340218189MaRDI QIDQ5018723
Publication date: 22 December 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2006.10596256
Integro-ordinary differential equations (45J05) Brownian motion (60J65) Actuarial mathematics (91G05) Jump processes on discrete state spaces (60J74)
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