Weak convergence of assets processes with stochastic interest return (Q3793591): Difference between revisions
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Revision as of 18:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of assets processes with stochastic interest return |
scientific article |
Statements
Weak convergence of assets processes with stochastic interest return (English)
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1986
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renewal process
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risk processes
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Wiener process
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diffusion approximation
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assets process
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ruin probability
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weak convergence
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