CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365)
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scientific article; zbMATH DE number 1655867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE |
scientific article; zbMATH DE number 1655867 |
Statements
CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (English)
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10 October 2001
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martingale
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stochastic differential equation
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reverse processes
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ruin probability
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