On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes

✍ Scribed by Avram, F.; Pistorius, M.

• Book ID: 127384347
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 461 KB
• Volume: 59
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2014.08.005