Weak convergence approach to compound Poisson risk processes perturbed by diffusion
The ruin probability, the joint density function of the surplus immediately prior to ruin, the deficit at ruin, and the time to ruin and the expected discounted penalty function for the classical as well as for the diffusion risk model have been studied by many authors. We consider a sequence of ris...
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2004
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| Online Access: | http://spectrum.library.concordia.ca/7909/1/MQ91110.pdf Sarkar, Joykrishna <http://spectrum.library.concordia.ca/view/creators/Sarkar=3AJoykrishna=3A=3A.html> (2004) Weak convergence approach to compound Poisson risk processes perturbed by diffusion. Masters thesis, Concordia University. |