A time-series risk model with constant interest for dependent classes of business
Zhiqiang Zhang; Kam C. Yuen; Wai Keung Li
| Year of publication: |
2007
|
|---|---|
| Authors: | Zhang, Zhiqiang ; Yuen, Kam C. ; Li, Wai Keung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 1, p. 32-40
|
| Subject: | Finanzmathematik | Mathematical finance | Zeitreihenanalyse | Time series analysis | Risikoaversion | Risk aversion | Insolvenz | Insolvency |
| 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://www.econbiz.de/10003755661