Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory for classical risk process that is perturbed by diffusion with risky investments |
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Ruin theory for classical risk process that is perturbed by diffusion with risky investments (English)
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22 February 2011
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ruin probability
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classical risk process
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risky investments
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upper bound
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adjustment coefficient
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diffusion volatility parameter
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