On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model

IF 1.6 3区 经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Scandinavian Actuarial Journal Pub Date : 2023-05-10 DOI:10.1080/03461238.2023.2208787
M. V. Boutsikas, D. Economides, E. Vaggelatou
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在跳跃扩散风险模型中,在盈余降至零以下或达到安全水平之前,对时间和总索赔金额进行计算
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来源期刊
Scandinavian Actuarial Journal
Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
CiteScore
3.30
自引率
11.10%
发文量
38
审稿时长
>12 weeks
期刊介绍: Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
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