FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS (Q2845132): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Applied Probability and Queues / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Approximations for Finite Horizon Ruin Probabilities in the Renewal Model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Corrected diffusion approximations in certain random walk problems / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 18:27, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS |
scientific article |
Statements
FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS (English)
0 references
22 August 2013
0 references
finite horizon ruin probabilities
0 references
diffusion approximation
0 references
optimal stopping
0 references