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Some distributions for classical risk process that is perturbed by diffusion

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References

1999Continuous Martingales and Brownian Motion6,200 cited
1991Continuous Martingales and Brownian Motion1,957 cited
1991Aspects of Risk Theory902 cited
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1993Risk theory in a stochastic economic environment156 cited
1970An extension of the renewal equation and its application in the collective theory of risk141 cited
1995Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion69 cited
1994Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion62 cited

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2005The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion51 cited
2001On the discounted distribution functions of the surplus process perturbed by diffusion48 cited
2001A decomposition of the ruin probability for the risk process perturbed by diffusion48 cited
2003The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion45 cited
2007The perturbed Sparre Andersen model with a threshold dividend strategy40 cited

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