Discounted probability of exponential parisian ruin: Diffusion approximation (Q5067209)
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scientific article; zbMATH DE number 7501648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discounted probability of exponential parisian ruin: Diffusion approximation |
scientific article; zbMATH DE number 7501648 |
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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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