Ruin probabilities in a diffusion environment (Q3094472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in a diffusion environment |
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Ruin probabilities in a diffusion environment (English)
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25 October 2011
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ruin probability
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Lundberg inequality
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Cox process
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diffusion process
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martingale method
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change-of-measure technique
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