Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I (Q4320756): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q219420 |
||
Property / author | |||
Property / author: Charles Knessl / rank | |||
Revision as of 06:27, 11 February 2024
scientific article; zbMATH DE number 718778
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I |
scientific article; zbMATH DE number 718778 |
Statements
Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I (English)
0 references
19 April 1995
0 references
collective ruin
0 references
risk theory
0 references
asymptotics
0 references
time-dependent problem of collective ruin
0 references
Poisson process
0 references
integrodifferential backward Kolmogorov equation
0 references