The joint distributions of some actuarial diagnostics for the jump-diffusion risk process

DOI10.1016/S0252-9602(10)60068-9zbMath1240.91054OpenAlexW2013594820MaRDI QIDQ550085

Rong Wu, Run Xu, Yuhua Lü

Publication date: 19 July 2011

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(10)60068-9

zbMATH Keywords

Brownian motiontime of ruinhomogeneous strong Markov propertyjump-diffusion risk processultimate leaving-time

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest

This page was built for publication: The joint distributions of some actuarial diagnostics for the jump-diffusion risk process