Insurance-investment: Diffusion analysis (Q1262676): Difference between revisions
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Revision as of 09:38, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insurance-investment: Diffusion analysis |
scientific article |
Statements
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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