Some distributions for classical risk process that is perturbed by diffusion

Insurance: Mathematics and Economics

Volumn 26, Issue 1, 2000, Pages 15-24

  Wang, Guojing ^a   Wu, Rong ^b  

^a HEBEI UNIVERSITY   (China)

^b NANKAI UNIVERSITY   (China)

Author keywords

Integro differential equation; Risk process; Ruin probability; Supremum distribution; Surplus distribution at the time of ruin

Indexed keywords

EID: 0008653066     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00035-9     Document Type: Article

References (12)

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