An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205): Difference between revisions
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Revision as of 10:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion |
scientific article |
Statements
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (English)
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26 November 2011
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surplus process
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diffusion process
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ruin probability
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maximal aggregate loss
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compound geometric distribution
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ordering
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bound
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