Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force-Reference-Cited by-同舟云学术

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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

Published:2016-09-09 Issue:1 Volume:2016 Page:
ISSN:1029-242X
Container-title:Journal of Inequalities and Applications
language:en
Short-container-title:J Inequal Appl

Author:

Cheng Jianhua,Gao Yanwei,Wang Dehui

Funder

National Natural Science Foundation of China (CN)

National Natural Science Foundation of China

Natural Science Foundation of Jilin Province

Science and Technology Research Program of Jilin Province

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

Link

http://link.springer.com/content/pdf/10.1186/s13660-016-1135-8.pdf

Reference20 articles.

1. Asmussen, S, Albrecher, H: Ruin Probabilities, 2nd edn. World Scientific, Singapore (2010)

2. Boikov, AV: The Cramér-Lundberg model with stochastic premium process. Theory Probab. Appl. 47, 489-493 (2003)

3. Melnikov, L: Risk Analysis in Finance and Insurance. CRC Press, New York (2004)

4. Wang, RM, Xu, L, Yao, DJ: Ruin problems with stochastic premium stochastic return on investments. Front. Math. China 2, 467-490 (2007)

5. Dufresne, F, Gerber, HU: Risk theory for the compound Poisson process that is perturbed by diffusion. Insur. Math. Econ. 10, 51-59 (1991)

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