scientific article; zbMATH DE number 2135405

zbMath1055.62115MaRDI QIDQ4651066

Shizu Fang, Zan-Kan Nie

Publication date: 21 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processruin probabilityMarkov propertysurplus processfinite stream of random events with independent increments

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Survival probability and ruin probability of a risk model

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