Ruin problem for a class of risk processes perturbed by diffusion
type: Item
instance of: scholarly article
title: Ruin problem for a class of risk processes perturbed by diffusion
zbMATH Open document ID: 1015.60045
author: Jiandong Si
author: Zhenyu Wang
author: Guojing Wang
published in: Applied Mathematics. Series B (English Edition)
publication date: 2003-07-29T00:00:00Z
review text: A modified risk process is considered. Under two different assumptions, the Lundberg inequalities for the ruin probability are obtained.
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1877149
zbMATH Keywords: risk process
zbMATH Keywords: Lundberg inequality
reviewed by: Anton Ştefănescu
MaRDI profile type: Publication
full work available at URL: s11766-996-0008-1
OpenAlex ID: W2065060783
cites work: Risk theory for the compound Poisson process that is perturbed by diffusion
cites work: Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
cites work: Some distributions for classical risk process that is perturbed by diffusion
cites work: Aspects of risk theory
DOI: 10.1007/S11766-996-0008-1
description: scientific article; zbMATH DE number 1877149