SCOPUS 정보 검색 플랫폼

Volumn 32, Issue 3, 2003, Pages 445-455

The joint density function of three characteristics on jump-diffusion risk process

Author keywords

Deficit at ruin; Duality; Joint density function; Jump diffusion; Surplus immediately before ruin; Time of ruin

Indexed keywords

EID: 0041841493 PISSN: 01676687 EISSN: None Source Type: Journal
DOI: 10.1016/S0167-6687(03)00133-1 Document Type: Article

Times cited : (24)

References (11)

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- Dufresne, F.¹ Gerber, H.U.²

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- On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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5
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- Gerber, H.U.¹ Shiu, E.S.W.²

6
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7
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9
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11
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- Some results for the compound Poisson process that is perturbed by diffusion
- Zhang C. Wu R. Some results for the compound Poisson process that is perturbed by diffusion Acta Mathematicae Sinica, English Series 18 2003 153-160
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.