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  • Search: subject:"Claim number distribution"
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Year of publication
Subject
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Actuarial mathematics 1 Finanzmathematik 1 Markov-modulated risk model 1 Mathematical finance 1 Probability theory 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1 aggregate claims distribution 1 claim number distribution 1 deficit at ruin 1 discrete phase-type distribution 1 finite time ruin probability 1 moments of time of ruin 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Dickson, David C. M. 1 Li, Jingchao 1 Li, Shuanming 1
Published in...
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 1
Source
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ECONIS (ZBW) 1
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Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014
Persistent link: https://www.econbiz.de/10011342005
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