Finite time ruin probabilities for tempered stable insurance risk processes
Philip S. Griffin; Ross A. Maller; Dale Roberts
| Year of publication: |
2013
|
|---|---|
| Authors: | Griffin, Philip S. ; Maller, Ross A. ; Roberts, Dale |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 478-489
|
| Subject: | Ruin probabilities | Insurance risk | Lévy process | Fluctuation theory | Convolution equivalent | Tempered stable | Inverse Gaussian | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Versicherung | Insurance |
| Extent: | graph. Darst. |
|---|---|
| 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/10010195908