Diffusion approximations for a risk process with the possibility of borrowing and investment (Q4291646)
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scientific article; zbMATH DE number 567163
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| English | Diffusion approximations for a risk process with the possibility of borrowing and investment |
scientific article; zbMATH DE number 567163 |
Statements
Diffusion approximations for a risk process with the possibility of borrowing and investment (English)
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11 August 1994
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diffusion approximation
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insurance risk model
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weak convergence
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infinite-time ruin probabilities
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0.8557384014129639
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0.8359501361846924
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0.8294843435287476
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0.8254709243774414
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