A decomposition of the ruin probability for the risk process perturbed by diffusion
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 28 (2001)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dufresne, Francois & Gerber, Hans U., 1991. "Risk theory for the compound Poisson process that is perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 10(1), pages 51-59, March.
- Wang, Guojing & Wu, Rong, 2000. "Some distributions for classical risk process that is perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 26(1), pages 15-24, February.
- Irmina Czarna & Zbigniew Palmowski, 2010. "Ruin probability with Parisian delay for a spectrally negative L\'evy risk process," Papers, arXiv.org 1003.4299, arXiv.org, revised Apr 2010.
- Tsai, Cary Chi-Liang & Willmot, Gordon E., 2002. "A generalized defective renewal equation for the surplus process perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 30(1), pages 51-66, February.
- Zhang, Chunsheng & Wang, Guojing, 2003. "The joint density function of three characteristics on jump-diffusion risk process," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 32(3), pages 445-455, July.
- Wang, Guojing & Wu, Rong, 2008. "The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 42(1), pages 59-64, February.
- Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling, 2009. "On the ruin probability for the Cox correlated risk model perturbed by diffusion," Statistics & Probability Letters, Elsevier, Elsevier, vol. 79(3), pages 381-389, February.
- Tsai, Cary Chi-Liang, 2003. "On the expectations of the present values of the time of ruin perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 32(3), pages 413-429, July.
- Diko, Peter & Usábel, Miguel, 2011. "A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 49(1), pages 126-131, July.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.