Survival probability and ruin probability of a risk model (Q1032779): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Aspects of risk theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2769409 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Ruin problem for a class of risk processes perturbed by diffusion / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4442928 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4651066 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3445411 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3597841 / rank | |||
Normal rank |
Latest revision as of 04:30, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Survival probability and ruin probability of a risk model |
scientific article |
Statements
Survival probability and ruin probability of a risk model (English)
0 references
11 November 2009
0 references
risk model
0 references
thinning process
0 references
survival probability
0 references
martingale
0 references
ruin probability
0 references
integral representation
0 references