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Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods - MaRDI portal

Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods

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Publication:145555

DOI10.1007/S11009-012-9316-5MaRDI QIDQ145555

Benjamin Baumgartner, Riccardo Gatto

Publication date: 4 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)





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