{"title":"Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims","authors":"Kaiyong Wang, Baoyin Xun, Xiaojuan Guo","doi":"10.1080/17442508.2024.2392827","DOIUrl":null,"url":null,"abstract":"The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main c...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"70 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2392827","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main c...
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