A martingale approach to a ruin model with surplus following a compound Pisson process (Q2479680): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:46, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A martingale approach to a ruin model with surplus following a compound Pisson process |
scientific article |
Statements
A martingale approach to a ruin model with surplus following a compound Pisson process (English)
0 references
1 April 2008
0 references
backward differential equation
0 references
compound Poisson process
0 references
optional sampling theorem
0 references
surplus process
0 references