Lundberg inequalities in a diffusion environment
type: Item
instance of: scholarly article
title: Lundberg inequalities in a diffusion environment
zbMATH Open document ID: 1028.60083
DOI: 10.1016/S0167-6687(02)00157-9
author: Zbigniew Palmowski
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 2004055
zbMATH Keywords: Ruin probability
zbMATH Keywords: Lundberg inequality
zbMATH Keywords: Cox process
zbMATH Keywords: Extended generator
zbMATH Keywords: Diffusion process
zbMATH Keywords: Exponential martingale
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00157-9
OpenAlex ID: W1994341470
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description: scientific article; zbMATH DE number 2004055