Ruin probability in a risk model with variable premium intensity and risky investments (Q3458962)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability in a risk model with variable premium intensity and risky investments |
scientific article |
Statements
Ruin probability in a risk model with variable premium intensity and risky investments (English)
0 references
29 December 2015
0 references
risk process
0 references
infinite-horizon ruin probability
0 references
variable premium intensity
0 references
risky investments
0 references
exponential bound
0 references
stochastic differential equation
0 references
explosion time
0 references
existence and uniqueness theorem
0 references
supermartingale property
0 references
0 references
0 references
0 references
