On the probability of ruin of risk processes approximated by a diffusion process (Q3862922): Difference between revisions
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| Property / cites work: The First Passage Problem for a Continuous Markov Process / rank | |||
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| Property / cites work: A diffusion approximation for the ruin function of a risk process with compounding assets / rank | |||
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| Property / cites work: Ruin problems with compounding assets / rank | |||
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| Property / cites work: Diffusion approximations in collective risk theory / rank | |||
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Latest revision as of 03:22, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probability of ruin of risk processes approximated by a diffusion process |
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On the probability of ruin of risk processes approximated by a diffusion process (English)
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1980
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probability of ruin of risk processes
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diffusion approximation
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