Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Yuri Kabanov, Platon Promyslov
| Year of publication: |
2023
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|---|---|
| Authors: | Kabanov, Jurij M. ; Promyslov, Platon |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 4, p. 887-902
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| Subject: | Actuarial models with investments | Annuities | Distributional equations | Renewal processes | Ruin probabilities | Sparre Andersen model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Investition | Investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00513-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426395