Stochastic differential equations for ruin probabilities (Q4833720)
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scientific article; zbMATH DE number 757564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for ruin probabilities |
scientific article; zbMATH DE number 757564 |
Statements
Stochastic differential equations for ruin probabilities (English)
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23 May 1995
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point process
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martingale representation
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Markov process
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Markovian environment
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probabilities of ruin in finite and infinite time
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