Ruin by dynamic contagion claims
Year of publication: |
2012
|
---|---|
Authors: | Dassios, Angelos ; Zhao, Hongbiao |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 93-106
|
Subject: | Theorie | Theory | Ansteckungseffekt | Contagion effect | Risikomodell | Risk model | Insolvenz | Insolvency | Finanzkrise | Financial crisis |
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