Discounted probability of exponential Parisian ruin: diffusion approximation (Q5067209)
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scientific article; zbMATH DE number 7501648
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| English | Discounted probability of exponential Parisian ruin: diffusion approximation |
scientific article; zbMATH DE number 7501648 |
Statements
Discounted probability of exponential parisian ruin: Diffusion approximation (English)
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1 April 2022
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exponential Parisian ruin
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Cramér-Lundberg risk model
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diffusion approximation
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asymptotic analysis
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0.8352260589599609
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0.805713415145874
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0.7989867925643921
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0.7936037182807922
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0.7894518375396729
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