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Publication:2771520
zbMath0998.60043MaRDI QIDQ2771520
Publication date: 17 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
extreme valuescharacteristic functionstochastic processMarkov chainrisk processruin probabilityPoisson processindependent incrementsfactorization identitynegative jumps
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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