The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation |
scientific article |
Statements
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (English)
0 references
7 December 2018
0 references
asymptotics
0 references
finite-time ruin probability
0 references
Brownian perturbation
0 references
Lévy process
0 references
the class of subexponential distributions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
