Occupation measure and local time of classical risk processes (Q817294)

From MaRDI portal





scientific article; zbMATH DE number 5009869
Language Label Description Also known as
English
Occupation measure and local time of classical risk processes
scientific article; zbMATH DE number 5009869

    Statements

    Occupation measure and local time of classical risk processes (English)
    0 references
    8 March 2006
    0 references
    classical risk process
    0 references
    local time
    0 references
    negative surplus
    0 references
    occupation time
    0 references
    recovery costs
    0 references

    Identifiers