Duality in ruin problems for ordered risk models
Pierre-Olivier Goffard, Claude Lefèvre
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Goffard, Pierre-Olivier ; Lefevre, Claude |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 78.2018, p. 44-52
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| Subject: | Primal and dual risk models | Order statistic property | Ruin problems | Appell and Abel-Gontcharov polynomials | Level spacings | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825076