Ruin theory with compounding assets -- a survey (Q1265912): Difference between revisions
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Revision as of 02:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory with compounding assets -- a survey |
scientific article |
Statements
Ruin theory with compounding assets -- a survey (English)
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1998
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compounded risk process
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probability of ruin
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upper bounds
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asymptotic results
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numerical methods
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simulation
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diffusion approximation
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ruin theory
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