On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (Q5421588): Difference between revisions
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Revision as of 14:05, 29 February 2024
scientific article; zbMATH DE number 5204503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments |
scientific article; zbMATH DE number 5204503 |
Statements
On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments (English)
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24 October 2007
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Cramer-Lundberg risk reserve process
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joint distribution
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Markov skeleton process
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stochastic return
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Brownian motion with drift
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