The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033)

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scientific article; zbMATH DE number 6127035
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The Time to Ruin in Some Additive Risk Models with Random Premium Rates
scientific article; zbMATH DE number 6127035

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    The Time to Ruin in Some Additive Risk Models with Random Premium Rates (English)
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    19 January 2013
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    time to ruin
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    deficit at ruin
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    partial eigenfunction
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    martingale
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    optional sampling
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    Cramér-Lundberg equation
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    Rouche's theorem
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