On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Ilie-Radu Mitric; Andrei L. Badescu; David A. Stanford
| Year of publication: |
2012
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|---|---|
| Authors: | Mitric, Ilie-Radu ; Badescu, Andrei L. ; Stanford, David A. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 167-178
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| Subject: | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Finanzmathematik | Mathematical finance | Insolvenz | Insolvency |
| 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/10009501688