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• W1998753886 abstract "In this paper, we consider the compound Poisson process that is perturbed by diffusion (CPD). We derive formulae for the Laplace transform, expectation and variance of total duration of negative surplus for the CPD and also present some examples of the CPD with an exponential individual claim amount distribution and a mixture exponential individual claim amount distribution." @default.
• W1998753886 created "2016-06-24" @default.
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• W1998753886 date "2002-09-01" @default.
• W1998753886 modified "2023-09-25" @default.
• W1998753886 title "Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion" @default.
• W1998753886 cites W1983363627 @default.
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• W1998753886 doi "https://doi.org/10.1239/jap/1034082124" @default.
• W1998753886 hasPublicationYear "2002" @default.
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