Ruin probabilities expressed in terms of storage processes

DOI10.2307/1427367zbMath0657.60111OpenAlexW2328473732MaRDI QIDQ3805602

Søren Schock Petersen, Soren Asmussen

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427367

zbMATH Keywords

sample path comparisonruin probabilities for a risk reserve process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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