Discrete time ruin probability with Parisian delay
Irmina Czarna, Zbigniew Palmowski and Przemysław Świa̧tek
| Year of publication: |
August-December 2017
|
|---|---|
| Authors: | Czarna, Irmina ; Palmowski, Zbigniew ; Świa̧tek, Przemysław |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 10, p. 854-869
|
| Subject: | Discrete time risk process | ruin probability | asymptotic | Parisian ruin | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1261734 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848700