Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Jeffrey F. Collamore and Andrea Höing
| Year of publication: |
2005
|
|---|---|
| Authors: | Collamore, Jeffrey F. ; Höing, Andrea |
| Publisher: |
Copenhagen : University of Copenhagen, laboratory of Actuarial Mathematics |
| Subject: | Mathematik | Mathematics | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Risiko | Risk |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen. - Copenhagen, ISSN 0902-9885, ZDB-ID 2217970-7. - Vol. 205 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 87-7837-640-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003250230