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On the ruin probabilities for a general perturbed renewal risk process - MaRDI portal

On the ruin probabilities for a general perturbed renewal risk process (Q6116895)

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scientific article; zbMATH DE number 7714063
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On the ruin probabilities for a general perturbed renewal risk process
scientific article; zbMATH DE number 7714063

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    On the ruin probabilities for a general perturbed renewal risk process (English)
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    18 July 2023
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    asymptotic approximation
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    Brownian perturbation
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    log-logistic distribution
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    martingale method
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    Pareto distribution
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    ruin probability
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