On the discounted penalty at ruin in a jump-diffusion model (Q532942)
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scientific article; zbMATH DE number 5885164
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On the discounted penalty at ruin in a jump-diffusion model |
scientific article; zbMATH DE number 5885164 |
Statements
On the discounted penalty at ruin in a jump-diffusion model (English)
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6 May 2011
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jump diffusion
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integro-differential equation
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discounted penalty
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0.8538903594017029
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0.8456471562385559
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0.8428162932395935
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0.8399226665496826
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0.8293626308441162
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