ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS |
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ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (English)
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28 August 2009
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dynamical VaR
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ruin probabilities
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Lundberg exponent
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diffusion processes with jumps
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