scientific article; zbMATH DE number 1165657
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Publication:4396360
zbMATH Open0893.60044MaRDI QIDQ4396360
Publication date: 14 June 1998
Title of this publication is not available (Why is that?)
random walkfirst passage timerenewal processcompound Poisson processruin problemsemi-Markov random walk
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50)
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New Methods for the Problem of Collective Ruin ⋮ Title not available (Why is that?) ⋮ Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II ⋮ Ruin problems with assets and liabilities of diffusion type
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