A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation |
scientific article |
Statements
A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (English)
0 references
6 October 2017
0 references
asymptotics
0 references
Brownian perturbation
0 references
renewal risk model
0 references
ruin probability
0 references
subexponential class
0 references
0 references
0 references
0 references
0 references
0 references