STOCHASTIC PROCESSES WITH APPLICATIONS IN PHYSICS AND INSURANCE

DOI10.1017/S000497272200079XzbMATH Open1502.60065MaRDI QIDQ5053478

Yue He

Publication date: 6 December 2022

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic processesmathematical programminganomalous diffusionGerber-Shiu function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Actuarial mathematics (91G05) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Cites Work

• Super- and subdiffusive positions in fractional Klein-Kramers equations
• Moment and polynomial bounds for ruin-related quantities in risk theory

Related Items (1)

Stochastic sequences. A proseminar with applications in insurance mathematics

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