On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest

Jun Cai, Hailiang Yang

Year of publication:	2014
Authors:	Cai, Jun ; Yang, Hailiang
Published in:	Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]. - New York, NY : Springer. - 2014, p. 61-77
Subject:	Wahrscheinlichkeitsrechnung \| Probability theory \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Dekompositionsverfahren \| Decomposition method

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010238845