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 / OpenAlex ID: W1983207784 / 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
scientific article
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English | 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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