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Cramér-Lundberg and diffusion approximations for nonlinearly pertubed risk processes including numerical computation of ruin probabilities
Mats Gyllenberg, Dimitriv S. Silvestrov, Cramér-Lundberg and diffusion approximations for nonlinearly pertubed risk processes including numerical computation of ruin probabilities. Theor. Stoch. Proc. 5(21), 6-21, 1999.
BibTeX entry:
@ARTICLE{jGySib,
title = {Cramér-Lundberg and diffusion approximations for nonlinearly pertubed risk processes including numerical computation of ruin probabilities},
author = {Gyllenberg, Mats and Silvestrov, Dimitriv S.},
journal = {Theor. Stoch. Proc.},
volume = {5},
number = {21},
pages = {6-21},
year = {1999},
}