Occupation measure and local time of classical risk processes (Q817294)
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scientific article; zbMATH DE number 5009869
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| English | Occupation measure and local time of classical risk processes |
scientific article; zbMATH DE number 5009869 |
Statements
Occupation measure and local time of classical risk processes (English)
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8 March 2006
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classical risk process
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local time
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negative surplus
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occupation time
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recovery costs
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0.9338589
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0.8785881
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0.8698939
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0.8672699
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0.86145574
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0.86098456
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0.85898703
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