The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
type: Item
instance of: scholarly article
title: The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
zbMATH Open document ID: 1055.91042
DOI: 10.1016/S0167-6687(03)00143-4
author: Sung Nok Chiu
author: Chuancun Yin
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004033
zbMATH Keywords: Deficit at ruin
zbMATH Keywords: Renewal equation
zbMATH Keywords: Time of ruin
zbMATH Keywords: Ruin probability
zbMATH Keywords: Surplus prior to ruin
zbMATH Keywords: Surplus process
MaRDI profile type: Publication
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full work available at URL: s0167-6687(03)00143-4
OpenAlex ID: W1998798886
description: scientific article; zbMATH DE number 2004033