Ruin probability functions and severity of ruin as a statistical decision problem
Year of publication: |
2019
|
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Authors: | Gómez-Déniz, Emilio ; Sarabia, José María ; Calderín-Ojeda, Enrique |
Subject: | loss function | exponential distribution | pareto distribution | ruin function | severity of ruin | upper bound | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Risikomodell | Risk model |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020068 [DOI] hdl:10419/257906 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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