On a modification of the classical risk process

DOI10.1016/J.INSMATHECO.2006.10.010zbMath1119.91049OpenAlexW2090823970MaRDI QIDQ997095

D. Derfla, Mykola Bratiychuk

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.010

zbMATH Keywords

risk processruin probabilityboundary functionals

Mathematics Subject Classification ID

Related Items (1)

Risk process with stochastic income and two-step premium rate

Cites Work

• Unnamed Item
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
• The compound Poisson risk model with a threshold dividend strategy
• Boundary Problems for a Compound Poisson Process
• On Ruin Problems for a Compound Poisson Process

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