Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631)
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scientific article; zbMATH DE number 819418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion |
scientific article; zbMATH DE number 819418 |
Statements
Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (English)
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20 May 1996
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Cramer-Lundberg approximation
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martingale methods
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risk process
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diffusion
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exponential tiling
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exponential family
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change of measure techniques
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asymptotic expressions
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ruin probability
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0.93815696
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0.9309237
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0.92138803
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