Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I (Q4320756)
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scientific article; zbMATH DE number 718778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I |
scientific article; zbMATH DE number 718778 |
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Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I (English)
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19 April 1995
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collective ruin
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risk theory
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asymptotics
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time-dependent problem of collective ruin
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Poisson process
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integrodifferential backward Kolmogorov equation
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