Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation |
scientific article |
Statements
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (English)
0 references
3 August 2020
0 references
investment analysis
0 references
probability of ruin
0 references
Cramér-Lundberg risk process
0 references
diffusion approximation
0 references
approximation error
0 references
