Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion

Gatto, Riccardo; Mosimann, Michael (2012). Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. Mathematical and computer modelling, 55(3-4), pp. 1169-1185. Oxford: Pergamon 10.1016/j.mcm.2011.09.041

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Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Gatto, Riccardo

Subjects:

500 Science > 510 Mathematics

ISSN:

0895-7177

Publisher:

Pergamon

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:43

Last Modified:

08 Feb 2021 08:50

Publisher DOI:

10.1016/j.mcm.2011.09.041

Web of Science ID:

000298660000079

URI:

https://boris.unibe.ch/id/eprint/17995 (FactScience: 225841)

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