The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7193599
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation |
scientific article; zbMATH DE number 7193599 |
Statements
The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (English)
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
0 references
0 references
0 references
0 references
0 references
0.9336117506027222
0 references
0.9033428430557252
0 references
0.8835294246673584
0 references
0.8793057799339294
0 references
