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Keywords: Diffusion
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2008) 9 (3): 225–231.
Published: 23 May 2008
..., and various force asymmetries, thereby enabling the modeling of engagements between conventional and terrorist forces. Specifically, a family of diffusion processes is proposed to capture the terrorists' progress toward destroying a target, and provide a method for explicitly calculating the probability...
Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2005) 6 (3): 239–250.
Published: 01 July 2005
... of feasible insurance contracts; i.e. R(t)∈[0,1]). © Emerald Group Publishing Limited 2005 Insurance Diffusion Now let u*∈(0,U(0)) denote the minimum level of net worth permitted by government regulators (so that the insurer becomes insolvent when...
