"Four approaches to compute the probability of ruin in the compound Poisson ..."

Riccardo Gatto, Michael Mosimann (2012)

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DOI: 10.1016/J.MCM.2011.09.041

access: open

type: Journal Article

metadata version: 2021-02-17

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Riccardo Gatto, Michael Mosimann:
Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. Math. Comput. Model. 55(3-4): 1169-1185 (2012)

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