Stochastic differential equations for ruin probabilities (Q4833720)
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scientific article; zbMATH DE number 757564
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic differential equations for ruin probabilities |
scientific article; zbMATH DE number 757564 |
Statements
Stochastic differential equations for ruin probabilities (English)
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23 May 1995
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point process
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martingale representation
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Markov process
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Markovian environment
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probabilities of ruin in finite and infinite time
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0.9287426
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0.91659176
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0.9071878
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0.90183187
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0.8991127
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0.8991036
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