Risk theory for the compound Poisson process that is perturbed by diffusion
type: Item
instance of: scholarly article
title: Risk theory for the compound Poisson process that is perturbed by diffusion
zbMATH Open document ID: 0723.62065
DOI: 10.1016/0167-6687(91)90023-Q
author: François Dufresne
author: H. U. Gerber
published in: Insurance Mathematics \& Economics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 45J05
zbMATH DE Number: 4192923
zbMATH Keywords: combinations of exponential claim amounts
zbMATH Keywords: collective risk theory
zbMATH Keywords: diffusion process
zbMATH Keywords: compound Poisson process
zbMATH Keywords: probabilities of ruin
zbMATH Keywords: defective renewal equations
zbMATH Keywords: convolution formula
zbMATH Keywords: aggregate loss process
zbMATH Keywords: adjustment coefficient
MaRDI profile type: Publication
cites work: Q5511744
cites work: Q3773148
cites work: Q5512461
cites work: Q5637709
full work available at URL: 0167-6687(91)90023-q
OpenAlex ID: W1983363627
description: scientific article; zbMATH DE number 4192923