Stochastic calculus in a risk model with stochastic return on investments (Q5086621)
From MaRDI portal
scientific article; zbMATH DE number 7553822
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic calculus in a risk model with stochastic return on investments |
scientific article; zbMATH DE number 7553822 |
Statements
Stochastic calculus in a risk model with stochastic return on investments (English)
0 references
6 July 2022
0 references
ruin theory
0 references
risk process
0 references
Laplace transform
0 references
stochastic return
0 references
integro-differential equation
0 references
0 references
0 references