The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence (Q2314767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence |
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The maximum surplus before ruin in a jump-diffusion insurance risk process with dependence (English)
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30 July 2019
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dependence
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distribution of the maximum surplus
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perturbed risk process
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integro-differential equation
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Laplace transform
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jump-diffusion insurance risk process with dependence
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Farlie-Gumbel-Morgenstern copula
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