Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766): Difference between revisions
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Latest revision as of 22:58, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities and penalty functions with stochastic rates of interest |
scientific article |
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Ruin probabilities and penalty functions with stochastic rates of interest (English)
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5 August 2005
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Ruin theory
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Integral equation
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Integro-differential equation
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Compound Poisson process
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Lévy process
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Subordinator
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Brownian motion
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