On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567)
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scientific article; zbMATH DE number 2229170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Erlang(2) Risk Process Perturbed by Diffusion |
scientific article; zbMATH DE number 2229170 |
Statements
On Erlang(2) Risk Process Perturbed by Diffusion (English)
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15 November 2005
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adjustment-coefficient
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Brownian motion with drift
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diffusion
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integral equation
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Lundberg's inequality
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martingale
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random walk
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0.8729963898658752
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0.8562867045402527
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0.8508778810501099
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0.8497002720832825
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0.8382030725479126
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