Lundberg inequalities in a diffusion environment

Insurance: Mathematics and Economics

Volumn 31, Issue 2, 2002, Pages 303-313

  Palmowski, Zbigniew ^a,b  

^a EURANDOM   (Netherlands)

^b UNIVERSITY OF WROC AW   (Poland)

Author keywords

Cox process; Diffusion process; Exponential martingale; Extended generator; Lundberg inequality; Ruin probability

Indexed keywords

EID: 0037131333     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00157-9     Document Type: Article

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