Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901446): Difference between revisions
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scientific article; zbMATH DE number 5520405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities of small noise jump‐diffusions with heavy tails |
scientific article; zbMATH DE number 5520405 |
Statements
Ruin probabilities of small noise jump‐diffusions with heavy tails (English)
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28 February 2009
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telegrapher's process
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Markov-additive process
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Lundber's parameter
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copula
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