Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Year of publication: |
2007
|
---|---|
Authors: | Chadjiconstantinidis, Stathis ; Politis, Konstadinos |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 1, p. 41-52
|
Subject: | Finanzmathematik | Mathematical finance | Risikoaversion | Risk aversion | Insolvenz | Insolvency |
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