On the distribution of classic and some exotic ruin times
Year of publication: |
2019
|
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Authors: | Landriault, David ; Li, Bin ; Shi, Tianxiang ; Xu, Di |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 89.2019, p. 38-45
|
Subject: | t-derferred Gerber-Shiu function | Exotic ruin | Finite-time ruin | Parisian ruin | Poissonian ruin | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Insolvenz | Insolvency |
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