An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (Q3103205)
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scientific article; zbMATH DE number 5981252
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| English | An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. |
scientific article; zbMATH DE number 5981252 |
Statements
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (English)
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26 November 2011
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surplus process
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diffusion process
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ruin probability
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maximal aggregate loss
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compound geometric distribution
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ordering
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bound
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0.8843005895614624
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0.837894082069397
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0.8249390721321106
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0.8236123323440552
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0.8165398240089417
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