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Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul
;
Kaufmann, Roger
;
Samorodnitsky, Gennady
- In:
Risk management for central bank foreign reserves
,
(pp. 243-261)
.
2004
Persistent link: https://www.econbiz.de/10002111520
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Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina
;
Samorodnitsky, Gennady
;
Zhu, Wei
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 555-575
Persistent link: https://www.econbiz.de/10011939710
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