On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
Anişora Maria Răducan, Raluca Vernic and Gheorghiţă Zbăganu
| Year of publication: |
February-June 2017
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| Authors: | Răducan, Anişoara Maria ; Vernic, Raluca ; Zbăganu, Gheorghiţă |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 5, p. 441-451
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| Subject: | Surplus process | ruin probability | nonhomogeneous claim sizes | exponential distribution | claim order | recursions | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Insolvenz | Insolvency | Risiko | Risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1174731 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772219