Q3560912 (Q3560912): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Soren Asmussen / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Hansjoerg Albrecher / rank | |||
Normal rank |
Revision as of 13:13, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
17 May 2010
0 references
risk process
0 references
compound Poisson model
0 references
claim size distribution
0 references
subexponential distributions
0 references
level-dependent risk process
0 references
stochastic control
0 references
simulation
0 references
renewal model
0 references
phase-type distributions
0 references
ruin probabilities
0 references
large deviations
0 references
Markovian environment
0 references
queuing models
0 references
diffusion approximations
0 references