A ruin model with a resampled environment
C. Constantinescu, G. Delsing, M. Mandjes and L. Rojas Nandayapa
| Year of publication: |
2020
|
|---|---|
| Authors: | Constantinescu, Corina ; Delsing, G. ; Mandjes, Michel ; Nandayapa, L. Rojas |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 4, p. 323-341
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| Subject: | Cramér-Lundberg asymptotics | Lévy risk processes | Lundberg's inequality | parameter uncertainty | ruin probabilities | Risiko | Risk | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1667424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262740