Ruin probabilities in models of resource management and insurance : a synthesis
Rabi Bhattacharya and Mukul Majumdar
| Year of publication: |
2015
|
|---|---|
| Authors: | Bhattacharya, Rabindra N. ; Majumdar, Mukul |
| Published in: |
International journal of economic theory. - Richmond, Vic. : Wiley Publishing Asia, ISSN 1742-7355, ZDB-ID 2206587-8. - Vol. 11.2015, 1, p. 59-74
|
| Subject: | ruin probabilities | renewable resource | sustainable consumption | invariant distributions | convergence rates | light tails | heavy tails | insurance | Lindley-Spitzer process | Sparre Andersen model | Lundberg bound | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Versicherung | Insurance | Statistische Verteilung | Statistical distribution | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Erneuerbare Ressourcen | Renewable resources |
| 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/10011346262