A decomposition of the ruin probability for risk processes with Vasicek interest rate (Q3609879)
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scientific article; zbMATH DE number 5524677
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| English | A decomposition of the ruin probability for risk processes with Vasicek interest rate |
scientific article; zbMATH DE number 5524677 |
Statements
6 March 2009
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integro-differential equation
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jump-diffusion process
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ruin probability
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Vasicek model
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0.8349466323852539
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0.8271765112876892
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0.8246994018554688
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0.8186314105987549
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0.7894432544708252
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