Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (Q4805835)
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scientific article; zbMATH DE number 1907892
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion |
scientific article; zbMATH DE number 1907892 |
Statements
Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion (English)
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2002
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Laplace transforms
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probability of ruin
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duration of negative surplus
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0.8737151
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0.87083894
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0.8555888
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0.8522662
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0.8510111
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0.8495641
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0.84644824
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0.8412687
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