Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Jeffrey F. Collamore; Andrea Höing
| Year of publication: |
2007
|
|---|---|
| Authors: | Collamore, Jeffrey F. ; Höing, Andrea |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 3, p. 299-322
|
| Subject: | Mathematik | Mathematics | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Risiko | Risk |
| 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/10003485805