Work

Asymptotic estimates for the probability of ruin in a Poisson model with diffusion

Year: 1993

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/0167-6687(93)90535-w

Author: Noël Veraverbeke

Institution: Transnational University Limburg

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006102427

FWCI: 1.212

Cites: 6

Cited by: 51

Related to: 10