Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
| Year of publication: |
2013
|
|---|---|
| Authors: | Gzyl, Henryk ; Novi-Inverardi, Pier-Luigi ; Tagliani, Aldo |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 2, p. 457-463
|