Risk theory for the compound Poisson process that is perturbed by diffusion
- 1 March 1991
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 10 (1) , 51-59
- https://doi.org/10.1016/0167-6687(91)90023-q
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Ruin Probability for Translated Combination of Exponential ClaimsASTIN Bulletin, 1990
- Three Methods to Calculate the Probability of RuinASTIN Bulletin, 1989
- An extension of the renewal equation and its application in the collective theory of riskScandinavian Actuarial Journal, 1970
- Sur le risque de ruine dans des jeux inéquitablesScandinavian Actuarial Journal, 1942