Occupation measure and local time of classical risk processes (Q817294): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.05.011 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2001248696 / rank | |||
Normal rank |
Revision as of 20:44, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Occupation measure and local time of classical risk processes |
scientific article |
Statements
Occupation measure and local time of classical risk processes (English)
0 references
8 March 2006
0 references
classical risk process
0 references
local time
0 references
negative surplus
0 references
occupation time
0 references
recovery costs
0 references