Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865)
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scientific article; zbMATH DE number 5158845
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| English | Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach |
scientific article; zbMATH DE number 5158845 |
Statements
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (English)
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29 May 2007
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ruin probability
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fractional Brownian motion
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fractional Ito's calculus
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partial differential equations
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0.8039388656616211
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0.7932195663452148
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0.7829795479774475
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0.7789092063903809
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0.7761244773864746
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