On Erlang (2) risk model with stochastic interest rates (Q5490462)
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scientific article; zbMATH DE number 5059909
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|---|---|---|---|
| default for all languages | No label defined |
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| English | On Erlang (2) risk model with stochastic interest rates |
scientific article; zbMATH DE number 5059909 |
Statements
4 October 2006
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ruin probability
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Lévy process
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Brownian motion with drift
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integro-differential equation
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0.8696436882019043
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0.8662059307098389
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0.8646986484527588
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0.8630324006080627
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0.8628441691398621
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