2017•Statistics & Probability LettersRequires access

A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation

Jinzhu Li

Open publisher page 24 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 24 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Mathematics, Brownian motion, Perturbation (astronomy), First-hitting-time model, Asymptotic expansion, Ruin theory, Intuition, Brownian excursion

Back to paper search Browse research topics Original source

A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation — Research Paper | ScholarLens