Ruin probabilities in a diffusion environment (Q3094472)
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scientific article; zbMATH DE number 5963719
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| English | Ruin probabilities in a diffusion environment |
scientific article; zbMATH DE number 5963719 |
Statements
Ruin probabilities in a diffusion environment (English)
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25 October 2011
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ruin probability
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Lundberg inequality
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Cox process
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diffusion process
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martingale method
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change-of-measure technique
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0.8667765259742737
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0.8517985939979553
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0.848585844039917
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0.8378467559814453
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