Weak convergence of assets processes with stochastic interest return (Q3793591): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461238.1986.10413797 / rank
 
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Property / cites work: Q5560061 / rank
 
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Property / cites work: Ruin problems with compounding assets / rank
 
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Property / cites work: Diffusion approximations in collective risk theory / rank
 
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Property / cites work: Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞) / rank
 
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Property / cites work: Regenerative stochastic processes / rank
 
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Latest revision as of 17:00, 18 June 2024

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Weak convergence of assets processes with stochastic interest return
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    Weak convergence of assets processes with stochastic interest return (English)
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    1986
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    renewal process
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    risk processes
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    Wiener process
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    diffusion approximation
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    assets process
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    ruin probability
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    weak convergence
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