Bounds for the probability and severity of ruin in the Sparre Andersen model
| Year of publication: |
2005
|
|---|---|
| Authors: | Politis, Konstadinos |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 36.2005, 2, p. 165-177
|
| Publisher: |
Elsevier |