Ruin problems with stochastic premium stochastic return on investments (Q934357)
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scientific article; zbMATH DE number 5305335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin problems with stochastic premium stochastic return on investments |
scientific article; zbMATH DE number 5305335 |
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Ruin problems with stochastic premium stochastic return on investments (English)
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29 July 2008
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expected discounted penalty function
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integro-differential equation
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Lévy process
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martingale method
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ruin probability
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stochastic premium income
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0.8706855177879333
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0.8483081459999084
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0.8479761481285095
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