FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (Q5398350)
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scientific article; zbMATH DE number 6262176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES |
scientific article; zbMATH DE number 6262176 |
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FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (English)
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27 February 2014
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classical risk process
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ruin probability
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discounted penalty function
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bankruptcy rate function
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Omega model
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