Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(94)00017-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2046381198 / rank | |||
Normal rank | |||
Revision as of 18:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion |
scientific article |
Statements
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (English)
0 references
9 January 1995
0 references
Lundberg inequality
0 references
martingale methods
0 references
renewal model
0 references
diffusion processes
0 references
martingales for risk processes
0 references
exponential bounds
0 references
ruin probability
0 references
