Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743)
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scientific article; zbMATH DE number 6654515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin of the Brownian motion risk model with constant force of interest |
scientific article; zbMATH DE number 6654515 |
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Parisian ruin of the Brownian motion risk model with constant force of interest (English)
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18 November 2016
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Brownian motion
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risk model
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Parisian ruin
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ruin probability
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ruin time
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