Stable Diffusion Approximation of the Risk Process

Hansjörg Furrer, Zbigniew Michna and Aleksander Weron

Chapter 16 in Statistical Tools for Finance and Insurance, 2005, pp 381-393 from Springer

Keywords: Brownian Motion; Point Process; Risk Model; Sample Path; Initial Capital (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-27395-0_16

Ordering information: This item can be ordered from
http://www.springer.com/9783540273950

DOI: 10.1007/3-540-27395-6_16

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().