Ruin probability in a risk model with two types of risk by diffusion (Q3402580)
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scientific article; zbMATH DE number 5669683
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| English | Ruin probability in a risk model with two types of risk by diffusion |
scientific article; zbMATH DE number 5669683 |
Statements
12 February 2010
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ruin probability
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Poisson process
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adjustment coefficient
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Lundberg inequality
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0.865257978439331
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0.8535333871841431
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0.8500007390975952
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0.8461393713951111
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0.8355063796043396
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