The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (Q1413337)
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scientific article; zbMATH DE number 2004033
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| 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; zbMATH DE number 2004033 |
Statements
The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. (English)
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16 November 2003
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Deficit at ruin
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Renewal equation
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Time of ruin
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Ruin probability
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Surplus prior to ruin
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Surplus process
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0.9019402861595154
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0.8948211669921875
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0.8945060968399048
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0.893792450428009
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0.8901938796043396
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