Asymptotics of ruin probabilities for controlled risk processes in the small claims case (Q5467663)
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scientific article; zbMATH DE number 5026188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of ruin probabilities for controlled risk processes in the small claims case |
scientific article; zbMATH DE number 5026188 |
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Asymptotics of ruin probabilities for controlled risk processes in the small claims case (English)
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24 May 2006
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ruin probability
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change of measure
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optimal control
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Cramér-Lundberg approximation
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adjustment coefficient
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Lundberg bounds
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martingale
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geometric Brownian motion
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