Stochastic calculus in a risk model with stochastic return on investments (Q5086621)
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scientific article; zbMATH DE number 7553822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus in a risk model with stochastic return on investments |
scientific article; zbMATH DE number 7553822 |
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Stochastic calculus in a risk model with stochastic return on investments (English)
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6 July 2022
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ruin theory
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risk process
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Laplace transform
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stochastic return
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integro-differential equation
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