On finite-time ruin probabilities in a generalized dual risk model with dependence
Dimitrina S. Dimitrova; Vladimir K. Kaishev; Shouqi Zhao
| Year of publication: |
2015
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|---|---|
| Authors: | Dimitrova, Dimitrina S. ; Kaishev, Vladimir K. ; Zhao, Shouqi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 1 (1.4.), p. 134-148
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| Subject: | Dual (dependent) risk model | Finite-time ruin probability | Capital allocation | Alarm time | (Exponential) classical Appell polynomials | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010488026