Q4379506 (Q4379506): Difference between revisions
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Revision as of 23:52, 22 February 2024
scientific article; zbMATH DE number 1122116
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scientific article; zbMATH DE number 1122116 |
Statements
1 March 1998
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risk processes
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ruin probabilities
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martingales
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random walks
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Markov additive processes
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compound Poisson process
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Pollaczeck-Khinchin formula
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Lundberg conjugation
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Laplace transforms
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diffusion approximations
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renewal arrivals
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risk theory in a Markovian environment
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heavy tails
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simulation methodology
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large deviations
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reinsurance
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