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Latest revision as of 16:18, 5 March 2024

scientific article; zbMATH DE number 718778
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Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I
scientific article; zbMATH DE number 718778

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    Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I (English)
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    19 April 1995
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    collective ruin
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    risk theory
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    asymptotics
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    time-dependent problem of collective ruin
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    Poisson process
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    integrodifferential backward Kolmogorov equation
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