A martingale approach to a ruin model with surplus following a compound Pisson process (Q2479680): Difference between revisions
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Latest revision as of 08:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale approach to a ruin model with surplus following a compound Pisson process |
scientific article |
Statements
A martingale approach to a ruin model with surplus following a compound Pisson process (English)
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1 April 2008
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backward differential equation
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compound Poisson process
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optional sampling theorem
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surplus process
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