Survival probabilities in bivariate risk models, with application to reinsurance
A. Castañer; M. M. Claramunt; C. Lefèvre
| Year of publication: |
2013
|
|---|---|
| Authors: | Castañer, Anna ; Claramunt, Maria Mercè ; Lefevre, Claude |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 632-642
|
| Subject: | Multirisks model | Discrete or continuous time | Finite-time ruin probability | Appell algebraic structure | Recursive methods | Stop-loss and excess of loss reinsurance | Rückversicherung | Reinsurance | Risikomodell | Risk model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Risiko | Risk | Risikomanagement | Risk management |
| 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/10010227916