Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904)
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scientific article; zbMATH DE number 4192923
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| English | Risk theory for the compound Poisson process that is perturbed by diffusion |
scientific article; zbMATH DE number 4192923 |
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Risk theory for the compound Poisson process that is perturbed by diffusion (English)
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1991
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combinations of exponential claim amounts
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collective risk theory
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diffusion process
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compound Poisson process
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probabilities of ruin
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defective renewal equations
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convolution formula
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aggregate loss process
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adjustment coefficient
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0.86445152759552
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0.8588756322860718
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0.857807457447052
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0.8564725518226624
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