Insurance-investment: Diffusion analysis (Q1262676)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insurance-investment: Diffusion analysis |
scientific article |
Statements
Insurance-investment: Diffusion analysis (English)
0 references
1989
0 references
collective risk theory
0 references
diffusion approximation
0 references
E.V. analysis
0 references
cumulate income
0 references
insurance company
0 references
process with stationary independent increments
0 references
instantaneous rate of return on investment
0 references
Wiener process
0 references
stochastic differential equations
0 references
free reserves processes
0 references
portfolio analysis
0 references
