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- W2387435296 abstract "The compound mixed Poisson risk model with perturb at ion is introduced in the present paper and the asympototics of ruin probability is obtained when the claim size distributions are light tailed. It is proved th at the ruin probability increases in the variance of the Wiener process. An examp le is given to show that the present model is more delicate than the risk model introduced by Dufresne and Gerber (Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics, 1991, 10, 51～59)" @default.
- W2387435296 created "2016-06-24" @default.
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- W2387435296 date "2001-01-01" @default.
- W2387435296 modified "2023-09-28" @default.
- W2387435296 title "Ruin Probability for the Compound Mixed Poisson Risk Model" @default.
- W2387435296 hasPublicationYear "2001" @default.
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