Conditional law of risk processes given that ruin occurs (Q659222)
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scientific article; zbMATH DE number 6004692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional law of risk processes given that ruin occurs |
scientific article; zbMATH DE number 6004692 |
Statements
Conditional law of risk processes given that ruin occurs (English)
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10 February 2012
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Markov process
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generator
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absorbing state
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ruin
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diffusion process
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jump process
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weak convergence
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piecewise deterministic Markov process (PDMP)
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change of measure
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Cramér condition
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subexponential distribution
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