On the discounted penalty function in the renewal risk model with general interclaim times
Year of publication: |
2007
|
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Authors: | Willmot, Gordon E. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 1, p. 17-31
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Subject: | Finanzmathematik | Mathematical finance | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
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