Ruin problem and how fast stochastic processes mix (Q1872353)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ruin problem and how fast stochastic processes mix |
scientific article; zbMATH DE number 1906144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problem and how fast stochastic processes mix |
scientific article; zbMATH DE number 1906144 |
Statements
Ruin problem and how fast stochastic processes mix (English)
0 references
6 May 2003
0 references
ruin probability
0 references
heavy tails
0 references
supremum
0 references
negative drift
0 references
insurance risk
0 references
speed of mixing
0 references
0 references
