Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550)
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scientific article; zbMATH DE number 540715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic estimates for the probability of ruin in a Poisson model with diffusion |
scientific article; zbMATH DE number 540715 |
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Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (English)
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28 June 1994
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adjustment coefficient
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diffusion
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subexponential distributions
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probability of ruin
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extended risk model
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asymptotic estimate
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tail of the claimsize distribution
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