On the analysis of ruin-related quantities in the delayed renewal risk model
So-Yeun Kim, Gordon E. Willmot
| Year of publication: |
2016
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|---|---|
| Authors: | Kim, So-Yeun ; Willmot, Gordon E. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 66.2016, p. 77-85
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| Subject: | Gerber-Shiu function | Delayed renewal risk model | Time of ruin | Deficit at ruin | Maximal aggregate loss | Stochastic decomposition | Compound geometric convolution | Distributional assumption of time until the first claim | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Risiko | Risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011442700