On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (Q2449385)
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scientific article; zbMATH DE number 6293032
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| English | On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest |
scientific article; zbMATH DE number 6293032 |
Statements
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest (English)
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8 May 2014
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compound Poisson process
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Brownian motion
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debit interest
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absolute ruin
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defective renewal equation
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key renewal theorem
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Itō formula
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subexponential distribution
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long-tailed distribution
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confluent hypergeometric function
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