Present value distributions with applications to ruin theory and stochastic equations
type: Item
instance of: scholarly article
title: Present value distributions with applications to ruin theory and stochastic equations
zbMATH Open document ID: 0943.60098
DOI: 10.1016/S0304-4149(97)00072-0
author: Håkon K. Gjessing
author: Jostein Paulsen
published in: Stochastic Processes and their Applications
publication date: 2000-03-01T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1409138
zbMATH Keywords: present value distribution
zbMATH Keywords: ruin probability
zbMATH Keywords: stochastic equation
zbMATH Keywords: integro-differential equation
zbMATH Keywords: characteristic function
zbMATH Keywords: Laplace transform
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1409138