Ruin probability and time of ruin with a proportional reinsurance threshold strategy
Anna Castañer; M. Mercè Claramunt; Maite Mármol
| Year of publication: |
2012
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|---|---|
| Authors: | Castañer, Anna ; Claramunt, Maria Mercè ; Mármol, Maite |
| Published in: |
Top : transactions in operations research. - [Berlin] : Springer, ISSN 1134-5764, ZDB-ID 1205918-3. - Vol. 20.2012, 3, p. 614-638
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| Subject: | Rückversicherung | Reinsurance | Risikomodell | Risk model | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| 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/10009629094