Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (Q4805835): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1873581 |
Changed an Item |
||
| Property / author | |||
| Property / author: Chun-sheng Zhang / rank | |||
Normal rank | |||
Revision as of 15:05, 29 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
