An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235)
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scientific article; zbMATH DE number 5934651
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| English | An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models |
scientific article; zbMATH DE number 5934651 |
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An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (English)
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1 August 2011
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jump diffusion process
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ruin theory
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expected discounted penalty at ruin
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integro-differential equation
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operator calculus
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resolvent density
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0.8942827
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0.89150846
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0.8882477
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0.88629234
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0.8845881
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0.8793975
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0.87746006
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0.87673783
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