Ruin problems with stochastic premium stochastic return on investments (Q934357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ruin problems with stochastic premium stochastic return on investments |
scientific article; zbMATH DE number 5305335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems with stochastic premium stochastic return on investments |
scientific article; zbMATH DE number 5305335 |
Statements
Ruin problems with stochastic premium stochastic return on investments (English)
0 references
29 July 2008
0 references
expected discounted penalty function
0 references
integro-differential equation
0 references
Lévy process
0 references
martingale method
0 references
ruin probability
0 references
stochastic premium income
0 references
0 references
0 references
0 references
0 references
