Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (Q4805835): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:56, 8 February 2024
scientific article; zbMATH DE number 1907892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion |
scientific article; zbMATH DE number 1907892 |
Statements
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (English)
0 references
2002
0 references
Laplace transforms
0 references
probability of ruin
0 references
duration of negative surplus
0 references
