1 problem
- 0 votes0 replies0 views
Lundberg inequality conjecture for the Brownian-SIS model
Let be the ruin probability for initial surplus in the Brownian-SIS model, and let , , and denote the model parameters and decay rates intro…
Lundberg inequality conjecture for the Brownian-SIS model
Let be the ruin probability for initial surplus in the Brownian-SIS model, and let , , and denote the model parameters and decay rates intro…