A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION

Wang Guojing; Wu Rong

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A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION

机译：扩散摄动的风险模型的广义化

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摘要

In this paper, the classical risk process perturbed by diffusion is generalized by allowing for "size fluctuation" and the ruin probability for this new model is discussed.

机译：在本文中，通过考虑“大小波动”来概括受扩散干扰的经典风险过程，并讨论了该新模型的破产概率。

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《Applied Mathematics. series B》 |1999年第4期|417-422|共6页
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Wang Guojing; Wu Rong;
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正文语种 eng
中图分类应用数学;
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专利

1. A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION [J] . WangGuojing, WuRong 高校应用数学学报：英文版 . 1999,第004期

机译：扩散摄动的风险模型的广义化
2. A note on the transition from diffusion with the flow to diffusion against the flow, for first passage times in singularly perturbed drift-diffusion models [J] . Knessl Charles, Yao Haishen Asymptotic analysis . 2015,第3a4期

机译：关于奇异扰动漂移-扩散模型中第一次通过时间的从流扩散到逆流扩散的注释
3. Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate [J] . Wang Kaiyong, Mao Yanzhu Communications in Statistics . 2021,第4a6期

机译：渐近风险模型的有限损伤概率与恒定利率扰动的有限风险模型的渐近性
4. The Expected Discounted Penalty Function for Poisson-Geometric Risk Model Perturbed by Diffusion [C] . Li Jinzhi, Liu Haiying International conference on financial risk and corporate finance management . 2013

机译：扩散扰动的泊松 - 几何风险模型的预期折扣罚款
5. Singularly perturbed switching diffusions with fast and slow switches. [D] . Kniazeva, Maria Boris. 1999

机译：快速和慢速开关奇异地扰动开关扩散。
6. Microscopic Interpretation and Generalization of the Bloch-Torrey Equation for Diffusion Magnetic Resonance [O] . Inbar Seroussi, Denis S. Grebenkov, Ofer Pasternak, -1

机译：Bloch-Torrey扩散核磁共振方程的微观解释和推广
7. THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST [O] . Qingwu Gao, Erli Zhang, Na Jin 2015

机译：依赖延迟判决风险模型的终极破坏概率与恒定力量的扩散扰动
8. Modeling, Analysis and Simulation: An A Posteriori Adaptive Mesh Technique for Singularly Perturbed Convection-Diffusion Problems with a Moving Interior Layer [R] . Shishkin, G. I., Shishkina, L. P., Hemker, P. W. 2003

机译：建模，分析与仿真：一种具有运动内层的奇摄动对流扩散问题的后验自适应网格技术

A GENERALIZATION OF RISK MODEL PERTURBED BY DIFFUSION

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