A note on ruin problems in perturbed classical risk models

Liu, P, Zhang, C and Ji, L (2017) A note on ruin problems in perturbed classical risk models. Statistics & Probability Letters, 120. C. pp. 28-33. ISSN 0167-7152



  • Liu, P
  • Zhang, C
  • Ji, L
Copyright, Publisher and Additional Information: © 2016 Elsevier B.V. This is an author produced version of a paper published in Statistics and Probability Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Perturbed classical risk model; Joint density; Time to ruin; Number of claims until ruin; The Lundberg fundamental equation; Martingale
  • Accepted: 16 September 2016
  • Published (online): 24 September 2016
  • Published: January 2017
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 21 Nov 2018 11:04
Last Modified: 21 Nov 2018 11:10
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.spl.2016.09.013