Tail bounds for the joint distribution of the surplus prior to and at ruin
Year of publication: |
2008
|
---|---|
Authors: | Psarrakos, Georgios ; Politis, Konstadinos |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 1, p. 163-176
|
Saved in:
Saved in favorites
Similar items by person
-
Tail bounds for the joint distribution of the surplus prior to and at ruin
Psarrakos, Georgios, (2008)
-
Monotonicity properties and the deficit at ruin in the Sparre Andersen model
Psarrakos, Georgios, (2009)
-
Tail bounds for the joint distribution of the surplus prior to and at ruin
Psarrakos, Georgios, (2008)
- More ...