A note on the convexity of ruin probabilities
David Landriault, Bin Li, Sooie-Hoe Loke, Gordon E. Willmot, Di Xu
| Year of publication: |
May 2017
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|---|---|
| Authors: | Landriault, David ; Li, Bin ; Loke, Sooie-Hoe ; Willmot, Gordon E. ; Xu, Di |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 1-6
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| Subject: | Defective renewal equation | Compound geometric | Ruin probability | Laplace transform of the time of ruin | DFR | IMRL | Log-convex | Resolvent | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712328