A risk model driven by Lévy processes (Q4827960): Difference between revisions
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Revision as of 18:36, 5 March 2024
scientific article; zbMATH DE number 2118495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk model driven by Lévy processes |
scientific article; zbMATH DE number 2118495 |
Statements
A risk model driven by Lévy processes (English)
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24 November 2004
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risk theory
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risk reserve process
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ruin probabilities
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random process with independent increments
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Lévy processes
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time changed Brownian motion
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martingale
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simulation
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