Conditional law of risk processes given that ruin occurs (Q659222): Difference between revisions

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Latest revision as of 21:11, 4 July 2024

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Conditional law of risk processes given that ruin occurs
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    Conditional law of risk processes given that ruin occurs (English)
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    10 February 2012
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    Markov process
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    generator
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    absorbing state
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    ruin
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    diffusion process
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    jump process
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    weak convergence
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    piecewise deterministic Markov process (PDMP)
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    change of measure
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    Cramér condition
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    subexponential distribution
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    Identifiers

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