On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Year of publication: |
2012
|
---|---|
Authors: | Mitric, Ilie-Radu ; Badescu, Andrei L. ; Stanford, David A. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 167-178
|
Subject: | Risiko | Risk | Theorie | Theory | Insolvenz | Insolvency | Finanzmathematik | Mathematical finance | Risikoaversion | Risk aversion | Risikomodell | Risk model |
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