Ruin in the perturbed compound Poisson risk process under interest force (Q5697204)
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scientific article; zbMATH DE number 2214595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin in the perturbed compound Poisson risk process under interest force |
scientific article; zbMATH DE number 2214595 |
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Ruin in the perturbed compound Poisson risk process under interest force (English)
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17 October 2005
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Brownian motion
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jump diffusion process
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ruin probability
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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confluent hypergeometric function
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Kummer's confluent hypergeometric equation
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diffusion
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