A cyclic approach on classical ruin model
Fei Lung Yuen, Wing Yan Lee, Derrick W.H. Fung
| Year of publication: |
2020
|
|---|---|
| Authors: | Yuen, Fei Lung ; Lee, Wing Yan ; Fung, Derrick W. H. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 104-110
|
| Subject: | Ballot theorem | Deficit at ruin | Law of large numbers | Ruin probability | Stationary and independent increment | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012241992