Continuity inequalities for multidimensional renewal risk models
E. Gordienko, P. Vázquez-Ortega
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Gordienko, Evgueni ; Vázquez-Ortega, P. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 48-54
|
| Subject: | Multidimensional renewal risk model | Continuity inequalities for surplus process | Probability metrics | Total variation distance | Approximating risk model | Risikomodell | Risk model | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomanagement | Risk management | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011929822