Weak convergence approach to compound Poisson risk processes perturbed by diffusion (Q882867)
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scientific article; zbMATH DE number 5156972
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| English | Weak convergence approach to compound Poisson risk processes perturbed by diffusion |
scientific article; zbMATH DE number 5156972 |
Statements
Weak convergence approach to compound Poisson risk processes perturbed by diffusion (English)
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24 May 2007
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ultimate ruin probability
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surplus processes
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Wiener process
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expected discounted penalty function
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defective renewal equations
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0.86445152759552
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0.857478678226471
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0.8292745351791382
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0.8274918794631958
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