The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Yiqing Chen; Kai W. Ng
| Year of publication: |
2007
|
|---|---|
| Authors: | Chen, Yiqing ; Ng, Kai-Wang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 415-423
|
| Subject: | Finanzmathematik | Mathematical finance | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
| 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://ebvufind01.dmz1.zbw.eu/10003755761