Insurance-investment: Diffusion analysis (Q1262676): Difference between revisions

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Latest revision as of 10:39, 20 June 2024

scientific article
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English
Insurance-investment: Diffusion analysis
scientific article

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    Insurance-investment: Diffusion analysis (English)
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    1989
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    collective risk theory
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    diffusion approximation
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    E.V. analysis
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    cumulate income
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    insurance company
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    process with stationary independent increments
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    instantaneous rate of return on investment
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    Wiener process
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    stochastic differential equations
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    free reserves processes
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    portfolio analysis
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