Risk theory for the compound Poisson process that is perturbed by diffusion-Reference-Cited by-同舟云学术

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Risk theory for the compound Poisson process that is perturbed by diffusion

Published:1991-03 Issue:1 Volume:10 Page:51-59
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dufresne François,Gerber Hans U.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference7 articles.

1. Two Stochastic Processes;Beekman,1974

2. Actuarial Mathematics;Bowers,1986

3. Ruin probability for translated combination of exponential claims;Chan;ASTIN Bulletin,1990

4. Three methods to calculate the probability of ruin;Dufresne;ASTIN Bulletin,1989

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