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

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On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2023-05-10 , DOI: 10.1080/03461238.2023.2208787
M. V. Boutsikas ₁ , D.-J. Economides ₁ , E. Vaggelatou ₂

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We consider a two-barrier renewal risk model assuming that insurer's income is modeled via a Brownian motion, and the surplus is inspected only at claim arrival times. We are interested in the join...

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