Estimation of value at risk and ruin probability for diffusion processes with jumps
Laurent Denis; Begoña Fernández; Ana Meda
| Year of publication: |
2009
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| Authors: | Denis, Laurent ; Fernández, Begoña ; Meda, Ana |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 2, p. 281-302
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| Subject: | Risikomaß | Risk measure | Insolvenz | Insolvency | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003827581