Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (Q2890121)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment |
scientific article |
Statements
Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment (English)
0 references
8 June 2012
0 references
asymptotic behavior
0 references
Brownian motion
0 references
compound Poisson
0 references
force of interest
0 references
Laplace transform
0 references
Lundberg inequality
0 references
martingale approach
0 references
ruin probability
0 references
upper bound
0 references