Weak convergence of assets processes with stochastic interest return (Q3793591): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ruin problems with compounding assets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Diffusion approximations in collective risk theory / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞) / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Regenerative stochastic processes / rank | |||
Normal rank | |||
Latest revision as of 17:00, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of assets processes with stochastic interest return |
scientific article |
Statements
Weak convergence of assets processes with stochastic interest return (English)
0 references
1986
0 references
renewal process
0 references
risk processes
0 references
Wiener process
0 references
diffusion approximation
0 references
assets process
0 references
ruin probability
0 references
weak convergence
0 references
0 references
