Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452): Difference between revisions

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Latest revision as of 19:56, 3 July 2024

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Ruin theory for classical risk process that is perturbed by diffusion with risky investments
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    Ruin theory for classical risk process that is perturbed by diffusion with risky investments (English)
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    22 February 2011
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    ruin probability
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    classical risk process
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    risky investments
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    upper bound
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    adjustment coefficient
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    diffusion volatility parameter
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