The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. |
scientific article |
Statements
The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English)
0 references
16 November 2003
0 references
Deficit at ruin
0 references
Renewal equation
0 references
Time of ruin
0 references
Ruin probability
0 references
Surplus prior to ruin
0 references
Surplus process
0 references
0 references
0 references