scientific article; zbMATH DE number 5220349

zbMATH Open1142.60345MaRDI QIDQ5430634

D. V. Gusak

Publication date: 16 December 2007

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

zbMATH Keywords

risk processruin probabilitysurvival probabilityruin timesemi-continuous processPollachek-Khinchin formula

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5430634)