The time to ruin and the number of claims until ruin for phase-type claims
Year of publication: |
2012
|
---|---|
Authors: | Frostig, Esther ; Pitts, Susan M. ; Politis, Konstadinos |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 19-25
|
Subject: | Theorie | Theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
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