Finite-time ruin probabilities using bivariate Laguerre series
Eric C. K. Cheung, Hayden Lau, Gordon E. Willmot andJae-Kyung Woo
| Year of publication: |
2023
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|---|---|
| Authors: | Cheung, Eric C. K. ; Lau, Hayden ; Willmot, Gordon E. ; Woo, Jae-Kyung |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2023.2023, 2, p. 153-190
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| Subject: | Bivariate Laguerre series | compound Poisson risk model | finite-time ruin probability | M/G/1 queue | partial integro-differential equation | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2089051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014325041