Finite horizon ruin probabilities for random walks with heavy tailed increments (Q2845132)
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scientific article; zbMATH DE number 6200555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite horizon ruin probabilities for random walks with heavy tailed increments |
scientific article; zbMATH DE number 6200555 |
Statements
22 August 2013
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finite horizon ruin probabilities
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diffusion approximation
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optimal stopping
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Finite horizon ruin probabilities for random walks with heavy tailed increments (English)
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