Ruin theory for the risk process described by PDMPs (Q1873582)
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scientific article; zbMATH DE number 1916593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory for the risk process described by PDMPs |
scientific article; zbMATH DE number 1916593 |
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Ruin theory for the risk process described by PDMPs (English)
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16 November 2003
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risk process
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survivor function
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ruin probability
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integro-differential equation
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supremum distribution before ruin
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