Fractional risk process in insurance
Arun Kumar, Nikolai Leonenko, Alois Pichler
| Year of publication: |
2020
|
|---|---|
| Authors: | Kumar, Arun ; Leonenko, Nikolaj ; Pichler, Alois |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 1, p. 43-65
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| Subject: | Fractional Poisson process | Convex risk measures | Risk process | Renewal process | Risiko | Risk | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Risikomodell | Risk model | Entscheidung unter Risiko | Decision under risk | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00244-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239969