scientific article

zbMATH Open1125.60068MaRDI QIDQ3411268

Yuliya S. Mishura

Publication date: 8 December 2006

Full work available at URL: http://www.ams.org/tpms/2006-72-00/S0094-9000-06-00668-5/home.html

Title of this publication is not available (Why is that?)

zbMATH Keywords

insurance companyestimateruin probabilitysemimartingale

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)

Related Items (2)

Title not available (Why is that?) ⋮ Ruin estimation in multivariate models with Clayton dependence structure

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