Ruin probabilities under capital constraints
Lewis Ramsden, Apostolos D. Papaioannou
| Year of publication: |
2019
|
|---|---|
| Authors: | Ramsden, Lewis ; Papaioannou, Apostolos D. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 88.2019, p. 273-282
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| Subject: | Insolvency probabilities | Capital injections | Debit interest | Accumulated capital | Classical risk model | Theorie | Theory | Insolvenz | Insolvency | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Kapitalismus | Capitalism | Liquiditätsbeschränkung | Liquidity constraint | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105580