Itô calculus for Cramér-Lundberg model (Q5121396)

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scientific article; zbMATH DE number 7246801
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Itô calculus for Cramér-Lundberg model
scientific article; zbMATH DE number 7246801

    Statements

    title
    Itô calculus for Cramér-Lundberg model (English)
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    author
    Jirô Akahori
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    Corina Constantinescu
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    Kei Miyagi
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    publication date
    14 September 2020
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    zbMATH Keywords
    risk theory
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    ruin probability
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    Itô calculus
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    Identifiers

    DOI
    10.14495/jsiaml.12.25
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    Mathematics Subject Classification ID
    91G05
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    60K10
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    60H30
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    zbMATH DE Number
    7246801
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    OpenAlex ID
    W3027069920
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