Ruohonen, Matti On the probability of ruin of risk processes approximated by a diffusion process. (English) Zbl 0427.62075 Scand. Actuarial J. 1980, 113-120 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 8 Documents MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) Keywords:probability of ruin of risk processes; diffusion approximation PDF BibTeX XML Cite \textit{M. Ruohonen}, Scand. Actuarial J. 1980, 113--120 (1980; Zbl 0427.62075) Full Text: DOI OpenURL References: [1] Davidson Å, Skand. Aktuar Tidskr pp 70– (1966) [2] DOI: 10.1214/aoms/1177728918 · Zbl 0053.27301 [3] Emanuel D. C, Scand. Actuarial J 58 pp 240– (1975) · Zbl 0322.62101 [4] Grandell J, Scand. Actuarial J cmSuppl pp 37– [5] DOI: 10.1016/0304-4149(77)90051-5 · Zbl 0361.60053 [6] DOI: 10.2307/3211999 · Zbl 0191.51202 [7] Segerdahl, C. O. 1959 cmThe Harald Cramer Volume.A survey of results in the collective theory of risk, 285–292. New York, Stockholm, USA: Wiley. This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.