Some ruin problems for the MAP risk model
Jingchao Li, David C.M. Dickson, Shuanming Li
| Year of publication: |
2015
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|---|---|
| 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
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| 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 | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422838