Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims (Q5063667): Difference between revisions
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Latest revision as of 20:30, 19 March 2024
scientific article; zbMATH DE number 7494388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims |
scientific article; zbMATH DE number 7494388 |
Statements
Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims (English)
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21 March 2022
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heavy tail
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time-dependence
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one-sided linear process
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investment return process
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Lévy process
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renewal risk model
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