Survival probability and ruin probability of a risk model
type: Item
instance of: scholarly article
title: Survival probability and ruin probability of a risk model
zbMATH Open document ID: 1194.91096
author: Jianhua Luo
published in: Applied Mathematics. Series B (English Edition)
publication date: 2009-11-11T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5631339
zbMATH Keywords: risk model
zbMATH Keywords: thinning process
zbMATH Keywords: survival probability
zbMATH Keywords: martingale
zbMATH Keywords: ruin probability
zbMATH Keywords: integral representation
MaRDI profile type: Publication
full work available at URL: s11766-008-1916-z
OpenAlex ID: W2167710988
cites work: Aspects of risk theory
cites work: The risk process in a Markovian environment
cites work: Ruin problem for a class of risk processes perturbed by diffusion
cites work: Q4442928
cites work: Q4651066
cites work: Q3445411
cites work: Q3597841
DOI: 10.1007/S11766-008-1916-Z
description: scientific article; zbMATH DE number 5631339