A risk model driven by Lévy processes (Q4827960)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A risk model driven by Lévy processes |
scientific article; zbMATH DE number 2118495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk model driven by Lévy processes |
scientific article; zbMATH DE number 2118495 |
Statements
A risk model driven by Lévy processes (English)
0 references
24 November 2004
0 references
risk theory
0 references
risk reserve process
0 references
ruin probabilities
0 references
random process with independent increments
0 references
Lévy processes
0 references
time changed Brownian motion
0 references
martingale
0 references
simulation
0 references
0 references
0 references
