{"id":"https://openalex.org/W1549716062","doi":"https://doi.org/10.1007/978-3-642-02469-6_55","title":"Finite Time Ruin Probability in Non-standard Risk Model with Risky Investments","display_name":"Finite Time Ruin Probability in Non-standard Risk Model with Risky Investments","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W1549716062","doi":"https://doi.org/10.1007/978-3-642-02469-6_55","mag":"1549716062"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-02469-6_55","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02469-6_55","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049148779","display_name":"Tao Jiang","orcid":"https://orcid.org/0000-0002-4306-3971"},"institutions":[{"id":"https://openalex.org/I75059550","display_name":"Zhejiang Gongshang University","ror":"https://ror.org/0569mkk41","country_code":"CN","type":"education","lineage":["https://openalex.org/I75059550"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Tao Jiang","raw_affiliation_strings":["Zhejiang Gongshang University, Hangzhou City, 310018, P.R. China"],"affiliations":[{"raw_affiliation_string":"Zhejiang Gongshang University, Hangzhou City, 310018, P.R. China","institution_ids":["https://openalex.org/I75059550"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049148779"],"corresponding_institution_ids":["https://openalex.org/I75059550"],"apc_list":null,"apc_paid":null,"fwci":0.7313,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.75052576,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1783","last_page":"1793"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.7358112931251526},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.6598877906799316},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.6117199659347534},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.5569013357162476},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5406936407089233},{"id":"https://openalex.org/keywords/homogeneous","display_name":"Homogeneous","score":0.5020146369934082},{"id":"https://openalex.org/keywords/capital","display_name":"Capital (architecture)","score":0.4996943473815918},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4911031723022461},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4848369359970093},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.47336646914482117},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46868541836738586},{"id":"https://openalex.org/keywords/poisson-process","display_name":"Poisson process","score":0.45104551315307617},{"id":"https://openalex.org/keywords/first-hitting-time-model","display_name":"First-hitting-time model","score":0.4468534588813782},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4456339180469513},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.43930450081825256},{"id":"https://openalex.org/keywords/conditional-probability","display_name":"Conditional probability","score":0.4245263934135437},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2278754711151123},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2034645974636078},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.15360915660858154},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.08991852402687073},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08667320013046265}],"concepts":[{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.7358112931251526},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.6598877906799316},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.6117199659347534},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.5569013357162476},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5406936407089233},{"id":"https://openalex.org/C66882249","wikidata":"https://www.wikidata.org/wiki/Q169336","display_name":"Homogeneous","level":2,"score":0.5020146369934082},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.4996943473815918},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4911031723022461},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4848369359970093},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.47336646914482117},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46868541836738586},{"id":"https://openalex.org/C166144826","wikidata":"https://www.wikidata.org/wiki/Q1145117","display_name":"Poisson process","level":3,"score":0.45104551315307617},{"id":"https://openalex.org/C186659197","wikidata":"https://www.wikidata.org/wiki/Q5452195","display_name":"First-hitting-time model","level":2,"score":0.4468534588813782},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4456339180469513},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.43930450081825256},{"id":"https://openalex.org/C44492722","wikidata":"https://www.wikidata.org/wiki/Q327069","display_name":"Conditional probability","level":2,"score":0.4245263934135437},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2278754711151123},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2034645974636078},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.15360915660858154},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.08991852402687073},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08667320013046265},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-02469-6_55","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-02469-6_55","pdf_url":null,"source":{"id":"https://openalex.org/S4393917809","display_name":"Lecture notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","issn_l":"1867-8211","issn":["1867-8211","1867-822X"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.5099999904632568,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1498464051","https://openalex.org/W1560469753","https://openalex.org/W1580561995","https://openalex.org/W1583323312","https://openalex.org/W1976485684","https://openalex.org/W1983363627","https://openalex.org/W1989990490","https://openalex.org/W2005652671","https://openalex.org/W2006102427","https://openalex.org/W2035824147","https://openalex.org/W2047003740","https://openalex.org/W2083324131","https://openalex.org/W2120596432","https://openalex.org/W2132187277","https://openalex.org/W2138826199","https://openalex.org/W2139154839","https://openalex.org/W2142274344","https://openalex.org/W2153472051","https://openalex.org/W2155928249","https://openalex.org/W2158226696","https://openalex.org/W2379337031","https://openalex.org/W2502254989","https://openalex.org/W2799087070","https://openalex.org/W4205721969","https://openalex.org/W4229550977","https://openalex.org/W4229911014"],"related_works":["https://openalex.org/W2070419655","https://openalex.org/W2626829540","https://openalex.org/W2354594548","https://openalex.org/W2901314747","https://openalex.org/W2073365822","https://openalex.org/W1584036441","https://openalex.org/W2772626097","https://openalex.org/W2366272315","https://openalex.org/W2352668269","https://openalex.org/W2372559012"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
