Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646)
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scientific article; zbMATH DE number 7286466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of ruin probability and ruin time in discrete Brownian risk models |
scientific article; zbMATH DE number 7286466 |
Statements
Approximation of ruin probability and ruin time in discrete Brownian risk models (English)
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16 December 2020
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Brownian motion
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\( \gamma \)-reflected risk model
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Parisian ruin probability
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cumulative Parisian ruin
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ruin time approximation
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