Diffusion approximations for a risk process with the possibility of borrowing and investment (Q4291646)
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scientific article; zbMATH DE number 567163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximations for a risk process with the possibility of borrowing and investment |
scientific article; zbMATH DE number 567163 |
Statements
Diffusion approximations for a risk process with the possibility of borrowing and investment (English)
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11 August 1994
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diffusion approximation
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insurance risk model
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weak convergence
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infinite-time ruin probabilities
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