The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233)

From MaRDI portal
Revision as of 01:26, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
scientific article

    Statements

    The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 December 2018
    0 references
    asymptotics
    0 references
    finite-time ruin probability
    0 references
    Brownian perturbation
    0 references
    Lévy process
    0 references
    the class of subexponential distributions
    0 references

    Identifiers