Some ruin problems for the MAP risk model
Year of publication: |
2015
|
---|---|
Authors: | Li, Jingchao ; Dickson, David C. M. ; Li, Shuanming |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 1-8
|
Subject: | MAP risk model | Finite time ruin probability | Density of time of ruin | Number of claims until ruin | Moments of time of ruin | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution |
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