Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991)
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scientific article; zbMATH DE number 6048539
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| English | Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion |
scientific article; zbMATH DE number 6048539 |
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Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (English)
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20 June 2012
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compound Poisson model with diffusion
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probability of ruin
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time of ruin
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moments of the time to ruin
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subexponential distributions
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0.8620312213897705
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0.8598098754882812
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0.858562707901001
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0.8537906408309937
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0.8512604236602783
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