An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205): 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/10.1080/03461230903112190 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2162570338 / rank | |||
Normal rank |
Revision as of 02:35, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion |
scientific article |
Statements
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (English)
0 references
26 November 2011
0 references
surplus process
0 references
diffusion process
0 references
ruin probability
0 references
maximal aggregate loss
0 references
compound geometric distribution
0 references
ordering
0 references
bound
0 references