Some measures of the severity of ruin and the cost of recovery in the classical risk model disturbed by diffusion (Q5435875)
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scientific article; zbMATH DE number 5226501
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| English | Some measures of the severity of ruin and the cost of recovery in the classical risk model disturbed by diffusion |
scientific article; zbMATH DE number 5226501 |
Statements
14 January 2008
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maximal severity of ruin
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cost of recovery
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local martingale
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itôs formula
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0.8475210070610046
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0.8069424033164978
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0.7966060042381287
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0.7962595224380493
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