Risk theory for the compound Poisson process that is perturbed by diffusion (Q756904)

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scientific article; zbMATH DE number 4192923
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Risk theory for the compound Poisson process that is perturbed by diffusion
scientific article; zbMATH DE number 4192923

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    Risk theory for the compound Poisson process that is perturbed by diffusion (English)
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    1991
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    combinations of exponential claim amounts
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    collective risk theory
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    diffusion process
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    compound Poisson process
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    probabilities of ruin
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    defective renewal equations
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    convolution formula
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    aggregate loss process
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    adjustment coefficient
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