Weak convergence of assets processes with stochastic interest return (Q3793591)
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scientific article; zbMATH DE number 4058709
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Weak convergence of assets processes with stochastic interest return |
scientific article; zbMATH DE number 4058709 |
Statements
Weak convergence of assets processes with stochastic interest return (English)
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1986
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renewal process
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risk processes
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Wiener process
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diffusion approximation
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assets process
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ruin probability
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weak convergence
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0.8376771807670593
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0.829740047454834
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0.8122818470001221
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