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Ruin probabilities expressed in terms of storage processes - MaRDI portal

Ruin probabilities expressed in terms of storage processes (Q3805602)

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Ruin probabilities expressed in terms of storage processes
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    title
    Ruin probabilities expressed in terms of storage processes (English)
    0 references
    DOI
    10.2307/1427367
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    author
    Soren Asmussen
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    publication date
    1988
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    zbMATH DE Number
    4074149
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    zbMATH Keywords
    sample path comparison
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    ruin probabilities for a risk reserve process
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    OpenAlex ID
    W2328473732
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