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:	05 Dec 2022 14:13
Publisher DOI:	10.1016/j.mcm.2011.09.041
Web of Science ID:	000298660000079
URI:	https://boris.unibe.ch/id/eprint/17995 (FactScience: 225841)