scientific article; zbMATH DE number 5026754

zbMATH Open1088.62125MaRDI QIDQ5468288

Feng Hu, Zhaojun Zong

Publication date: 24 May 2006

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

zbMATH Keywords

Brownian motionheavy-tailed distribution

Mathematics Subject Classification ID

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

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A local limit theorem for the probability of ruin ⋮ Unnamed Item ⋮ Occupation measure and local time of classical risk processes

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