Ruin probabilities for the phase-type dual model perturbed by diffusion
Volume: 50, Issue: 23, Pages: 5634 - 5651
Published: Mar 13, 2020
Abstract
In risk theory, ruin probabilities and dividend strategies have drawn lots of attentions. The dual risk model assumes that the surplus process decreases at a constant rate over time and gains by...
Paper Details
Title
Ruin probabilities for the phase-type dual model perturbed by diffusion
Published Date
Mar 13, 2020
Volume
50
Issue
23
Pages
5634 - 5651
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History