Insurance with borrowing: first- and second-order approximations (Q3558942)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Insurance with borrowing: first- and second-order approximations
scientific article

    Statements

    Insurance with borrowing: first- and second-order approximations (English)
    0 references
    11 May 2010
    0 references
    insurance with borrowing
    0 references
    absolute ruin
    0 references
    deficit at absolute ruin
    0 references
    debit interest
    0 references
    first passage time
    0 references
    compound renewal process
    0 references
    stochastic differential equation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references