Some distributions for the classical risk process perturbed by Brownian motion (Q3014866)
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scientific article; zbMATH DE number 5926586
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| English | Some distributions for the classical risk process perturbed by Brownian motion |
scientific article; zbMATH DE number 5926586 |
Statements
19 July 2011
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ultimate ruin probability
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surplus prior to ruin
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deficit at ruin
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modified ladder heights
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0.8669474720954895
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0.8666707277297974
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0.8642408847808838
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0.8530864119529724
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0.8525131344795227
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