Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323)
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scientific article; zbMATH DE number 706881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion |
scientific article; zbMATH DE number 706881 |
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Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (English)
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9 January 1995
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Lundberg inequality
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martingale methods
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renewal model
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diffusion processes
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martingales for risk processes
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exponential bounds
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ruin probability
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