Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121): Difference between revisions
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Revision as of 01:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment |
scientific article |
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Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (English)
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8 June 2012
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asymptotic behavior
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Brownian motion
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compound Poisson
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force of interest
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Laplace transform
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Lundberg inequality
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martingale approach
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ruin probability
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upper bound
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