An application of fractional differential equations to risk theory
Year of publication: |
2019
|
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Authors: | Constantinescu, Corina ; Ramirez, Jorge M. ; Zhu, Wei |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 4, p. 1001-1024
|
Subject: | Collective risk model | Fractional differential operator | Ruin probability | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management |
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