An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235): Difference between revisions
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Revision as of 07:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models |
scientific article |
Statements
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (English)
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1 August 2011
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jump diffusion process
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ruin theory
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expected discounted penalty at ruin
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integro-differential equation
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operator calculus
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resolvent density
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