Conditional law of risk processes given that ruin occurs (Q659222)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004692
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional law of risk processes given that ruin occurs |
scientific article; zbMATH DE number 6004692 |
Statements
Conditional law of risk processes given that ruin occurs (English)
0 references
10 February 2012
0 references
Markov process
0 references
generator
0 references
absorbing state
0 references
ruin
0 references
diffusion process
0 references
jump process
0 references
weak convergence
0 references
piecewise deterministic Markov process (PDMP)
0 references
change of measure
0 references
Cramér condition
0 references
subexponential distribution
0 references
0 references
0 references
0 references
0.8077424764633179
0 references
0.8068460822105408
0 references
0.8061041831970215
0 references
0.7972560524940491
0 references
0.7865090370178223
0 references
