An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models |
scientific article |
Statements
An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (English)
0 references
1 August 2011
0 references
jump diffusion process
0 references
ruin theory
0 references
expected discounted penalty at ruin
0 references
integro-differential equation
0 references
operator calculus
0 references
resolvent density
0 references
