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 |
| 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