Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550): Difference between revisions
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| Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank | |||
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| Property / cites work: On convolution tails / rank | |||
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| Property / cites work: Estimates for the probability of ruin with special emphasis on the possibility of large claims / rank | |||
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| Property / cites work: Subexponentiality and infinite divisibility / rank | |||
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| Property / cites work: Q5637709 / rank | |||
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| Property / cites work: Q5583504 / rank | |||
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Latest revision as of 13:20, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic estimates for the probability of ruin in a Poisson model with diffusion |
scientific article |
Statements
Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (English)
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28 June 1994
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adjustment coefficient
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diffusion
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subexponential distributions
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probability of ruin
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extended risk model
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asymptotic estimate
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tail of the claimsize distribution
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