On the impact of hidden trends for a compound poisson model with pareto-type claims
Peter Grandits and Reinhold Kainhofer; Grigory Temnov
| Year of publication: |
2010
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|---|---|
| Authors: | Grandits, Peter ; Kainhofer, Reinhold ; Temnov, Grigory |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 6, p. 959-978
|
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure |
| 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/10008905099