A decomposition of the ruin probability for the risk process perturbed by diffusion (Q5938027): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127846569, #quickstatements; #temporary_batch_1722203565125 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127846569 / rank | |||
Normal rank | |||
Latest revision as of 23:16, 28 July 2024
scientific article; zbMATH DE number 1621417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition of the ruin probability for the risk process perturbed by diffusion |
scientific article; zbMATH DE number 1621417 |
Statements
A decomposition of the ruin probability for the risk process perturbed by diffusion (English)
0 references
24 September 2002
0 references
The author considers the risk process with return of investments. The associated ruin probability is decomposed into the ruin probability caused by oscillation and the ruin probability caused by claim. One obtains the integro-differential equations satisfied by these probabilities.
0 references
risk process
0 references
risk probability
0 references
