Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parisian ruin of the Brownian motion risk model with constant force of interest |
scientific article |
Statements
Parisian ruin of the Brownian motion risk model with constant force of interest (English)
0 references
18 November 2016
0 references
Brownian motion
0 references
risk model
0 references
Parisian ruin
0 references
ruin probability
0 references
ruin time
0 references