The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion

DOI10.1007/S10114-011-8072-8zbMath1237.91145OpenAlexW2001573620MaRDI QIDQ644634

Jie Zhong Zou, Yuan Yuan Liu, Zhen Zhong Zhang

Publication date: 4 November 2011

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-8072-8

zbMATH Keywords

diffusion processintegro-differential equationgeneralized Erlang\((n)\) inter-claim timesmaximum surplus distributionsparre Anderson risk model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

Ruin probabilities for the phase-type dual model perturbed by diffusion ⋮ The maximum surplus before ruin for two classes of perturbed risk model

Cites Work

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