The Maximum Surplus Distribution before Ruin in an Erlang(n) Risk Process Perturbed by Diffusion

Zhen Zhong ZHANG, Jie Zhong ZOU, Yuan Yuan LIU

Acta Mathematica Sinica ›› 2011, Vol. 27 ›› Issue (9) : 1869-1880.

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Acta Mathematica Sinica ›› 2011, Vol. 27 ›› Issue (9) : 1869-1880. DOI: 10.1007/s10114-011-8072-8
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The Maximum Surplus Distribution before Ruin in an Erlang(n) Risk Process Perturbed by Diffusion

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