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Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes
Mats Gyllenberg, Dimitriv S. Silvestrov, Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes. Insurance: Mathematics and Economics 26(1), 75-90, 2000.
Abstract:
http://www.tucs.fi/Publications/journals/browse.cgi?year=2000&volume=26&issue=1&aid=662
BibTeX entry:
@ARTICLE{jGySia,
title = {Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes},
author = {Gyllenberg, Mats and Silvestrov, Dimitriv S.},
journal = {Insurance: Mathematics and Economics},
volume = {26},
number = {1},
pages = {75-90},
year = {2000},
}