ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935)
From MaRDI portal
scientific article; zbMATH DE number 7150800
Language | Label | Description | Also known as |
---|---|---|---|
English | ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST |
scientific article; zbMATH DE number 7150800 |
Statements
ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (English)
0 references
14 January 2020
0 references
subordinator
0 references
Lévy measure
0 references
absolute ruin probability
0 references
Volterra equation
0 references
0 references
0 references