Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346): Difference between revisions
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English | Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums |
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Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (English)
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18 March 2015
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Samuelson model
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non-ruin probability
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stochastic premiums and claims
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transition probability density
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Itō equation
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