Diffusion approximations for a risk process with the possibility of borrowing and investment (Q4291646)

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scientific article; zbMATH DE number 567163
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Diffusion approximations for a risk process with the possibility of borrowing and investment
scientific article; zbMATH DE number 567163

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    Diffusion approximations for a risk process with the possibility of borrowing and investment (English)
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    11 August 1994
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    diffusion approximation
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    insurance risk model
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    weak convergence
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    infinite-time ruin probabilities
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