A note on some joint distribution functions involving the time of ruin
David C.M. Dickson (Centre for Actuarial Studies, Department of Economics, University of Melbourne, Australia)
| Year of publication: |
March 2016
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|---|---|
| Authors: | Dickson, David C. M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 67.2016, p. 120-124
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| Subject: | Time of ruin | Deficit at ruin | Surplus prior to ruin | Joint distribution function | MAP risk model | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457185