Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
Eric C.K. Cheung and Runhuan Feng
| Year of publication: |
2019
|
|---|---|
| Authors: | Cheung, Eric C. K. ; Feng, Runhuan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 5, p. 355-386
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| Subject: | discounted operating costs until ruin | Potential measures | Sparre Andersen risk model | stationary renewal risk model | surplus-dependent premium | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1525423 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194956