Ruin probabilities expressed in terms of storage processes (Q3805602)

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Ruin probabilities expressed in terms of storage processes
scientific article

    Statements

    title
    Ruin probabilities expressed in terms of storage processes (English)
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    author
    Soren Asmussen
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    Søren Schock Petersen
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    publication date
    1988
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    zbMATH Keywords
    sample path comparison
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    ruin probabilities for a risk reserve process
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    Identifiers

    DOI
    10.2307/1427367
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    zbMATH DE Number
    4074149
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