Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901446)
From MaRDI portal
scientific article; zbMATH DE number 5520405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities of small noise jump‐diffusions with heavy tails |
scientific article; zbMATH DE number 5520405 |
Statements
Ruin probabilities of small noise jump‐diffusions with heavy tails (English)
0 references
28 February 2009
0 references
telegrapher's process
0 references
Markov-additive process
0 references
Lundber's parameter
0 references
copula
0 references
