Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631): Difference between revisions

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Latest revision as of 17:20, 23 May 2024

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Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
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    Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (English)
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    20 May 1996
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    Cramer-Lundberg approximation
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    martingale methods
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    risk process
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    diffusion
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    exponential tiling
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    exponential family
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    change of measure techniques
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    asymptotic expressions
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    ruin probability
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