The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
scientific article

    Statements

    The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (English)
    0 references
    0 references
    0 references
    0 references
    27 April 2020
    0 references
    finite-time ruin probability
    0 references
    Lévy process
    0 references
    Brownian perturbation
    0 references
    heavy-tailed distribution
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references