A risk model driven by Lévy processes (Q4827960): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1002/asmb.492 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1002/ASMB.492 / rank | |||
Normal rank | |||
Latest revision as of 16:16, 30 December 2024
scientific article; zbMATH DE number 2118495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk model driven by Lévy processes |
scientific article; zbMATH DE number 2118495 |
Statements
A risk model driven by Lévy processes (English)
0 references
24 November 2004
0 references
risk theory
0 references
risk reserve process
0 references
ruin probabilities
0 references
random process with independent increments
0 references
Lévy processes
0 references
time changed Brownian motion
0 references
martingale
0 references
simulation
0 references
0 references
0 references
