Ruin probability for stochastic flows of financial contract under phase-type distribution
Year of publication: |
2020
|
---|---|
Authors: | Adékambi, Franck ; Essiomle, Kokou |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 2/53, p. 1-21
|
Subject: | stochastic cash flow | Sparre Andersen model | ruin probability | phase-type distribution | Erlang distribution | Coxian distribution | moment generating function | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8020053 [DOI] hdl:10419/258007 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ruin probability for stochastic flows of financial contract under phase-type distribution
Adékambi, Franck, (2020)
-
Raducan, Anisoara Maria, (2015)
-
How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability
Wang, Jing, (2021)
- More ...
-
Ruin probability for stochastic flows of financial contract under phase-type distribution
Adékambi, Franck, (2020)
-
Adékambi, Franck, (2021)
-
A note on the recursive joint moments of discounted compound dependent renewal sums
Adékambi, Franck, (2023)
- More ...