The Maximum Surplus in the Phase-type Risk Model Perturbed by Diffusion and Related Distributions

JIANG Wuyuan

Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (5) : 949-956.

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Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (5) : 949-956. DOI: 10.12387/C2011099

The Maximum Surplus in the Phase-type Risk Model Perturbed by Diffusion and Related Distributions

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