Dynamic proportional reinsurance and approximations for ruin probabilities in the two-dimensional compound Poisson risk model
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Publication:1936035
DOI10.1155/2012/802518zbMath1257.91026WikidataQ58700764 ScholiaQ58700764MaRDI QIDQ1936035
Publication date: 21 February 2013
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/802518
60G44: Martingales with continuous parameter
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Cites Work
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