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Cramér-Lundberg approximation for nonlinearly perturbed risk processes - MaRDI portal

Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044)

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scientific article; zbMATH DE number 1441573
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Cramér-Lundberg approximation for nonlinearly perturbed risk processes
scientific article; zbMATH DE number 1441573

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    Cramér-Lundberg approximation for nonlinearly perturbed risk processes (English)
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    8 May 2000
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    diffusion approximation
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    nonlinear perturbation
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    Cramér-Lundberg approximation
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    ruin probabilities
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    perturbed risk processes
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