The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
type: Item
instance of: scholarly article
title: The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
zbMATH Open document ID: 1403.62194
author: Lamei Chen
author: Yang Yang
author: Miaomiao Gao
author: Kaiyong Wang
published in: Japan Journal of Industrial and Applied Mathematics
publication date: 2018-12-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6990738
zbMATH Keywords: asymptotics
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: Brownian perturbation
zbMATH Keywords: Lévy process
zbMATH Keywords: the class of subexponential distributions
MaRDI profile type: Publication
full work available at URL: s13160-018-0321-0
OpenAlex ID: W2887950276
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Wikidata QID: Q129403281
DOI: 10.1007/S13160-018-0321-0
description: scientific article; zbMATH DE number 6990738