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Scandinavian Actuarial Journal Volume 2023, 2023 - Issue 1
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Research Article

q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model

Yuxuan Liua School of Computer Science and Cybersecurity, Communication University of China, Beijing, People's Republicof ChinaView further author information
,
Zhengjun Jiangb Guangdong Provincial Key Laboratory of Interdisciplinary Research and Application for Data Science, BNU-HKBU United International College, Zhuhai, People's Republic of China;c Statistics Programme, Divisionof Science and Technology, BNU-HKBU United International College, Zhuhai, People's Republic of ChinaCorrespondence[email protected] [email protected]
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Yiwen Zhangc Statistics Programme, Divisionof Science and Technology, BNU-HKBU United International College, Zhuhai, People's Republic of ChinaView further author information
Pages 38-50 | Received 14 Aug 2021, Accepted 11 May 2022, Published online: 29 May 2022

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Read on this site (1)

Yuxuan Liu, Zhengjun Jiang & Yixin Qu. (2022) Gambler's ruin problem in a Markov-modulated jump-diffusion risk model. Scandinavian Actuarial Journal 2022:8, pages 682-694.
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Articles from other publishers (1)

Debidutta Pattnaik, Sougata Ray & Raghu Raman. (2024) Applications of artificial intelligence and machine learning in the financial services industry: A bibliometric review. Heliyon 10:1, pages e23492.
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