Stochastic differential equations for compounded risk reserves (Q1263913): Difference between revisions

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Latest revision as of 20:00, 26 June 2024

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Stochastic differential equations for compounded risk reserves
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    Stochastic differential equations for compounded risk reserves (English)
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    1989
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    discounting
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    ruin probabilities
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    perturbed processes
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    Brownian motion
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    diffusion models
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    risk reserves
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    investment income
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    inflation
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    distribution of time to ruin
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    stopping times
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    dividend payments
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